The following pages link to Stochastic Disorder Problems (Q4622995):
Displaying 13 items.
- Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) (Q1995869) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Testing randomness online (Q2075711) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- Rationalization of detection of the multiple disorders (Q2208380) (← links)
- Detection of the corner structures in 3D arrays using scalable masks (Q2662817) (← links)
- Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
- The CUSUM statistics of change-point models based on dependent sequences (Q5093036) (← links)
- On the Complexity and Dimension of Continuous Finite-Dimensional Maps (Q5131238) (← links)
- On asymptotic approximation of ratio models for weakly dependent sequences (Q6059450) (← links)
- Data-driven estimation of change-points with mean shift (Q6101010) (← links)
- Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977) (← links)
- Model misspecification in discrete time Bayesian online change detection (Q6164862) (← links)
