scientific article; zbMATH DE number 850698

zbMATH Open0893.62081MaRDI QIDQ4867342FDOQ4867342

Authors: M. Beibel 

Publication date: 4 March 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

minimax optimalityBrownian motionBayes riskdisruption problemBayes optimalityknown driftnormally distributed drift

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Cited In (2)

• Model misspecification in discrete time Bayesian online change detection
• Optimality of the CUSUM procedure in continuous time.

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