Sequential detection of a drift change in a wiener process

DOI10.1080/03610927508827289MaRDI QIDQ4080615zbMATH OpenOpenAlexFDO

Authors

Publication date 1975

Published in Communications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927508827289

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Sequential statistical analysis (62L10) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(2)

• Asymptotic inference for stochastic processes
• Some properties of a linear combination CUSUM statistic for controlling a multivariate mean vector

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