Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
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Publication:5485892
DOI10.1080/07474940600609597zbMath1136.62054OpenAlexW1974242609MaRDI QIDQ5485892
Michael Baron, Alexander G. Tartakovsky
Publication date: 4 September 2006
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940600609597
Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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