Quickest detection with exponential penalty for delay

Annals of Statistics

Volumn 26, Issue 6, 1998, Pages 2179-2205

  Poor, H Vincent ^a  

^a Princeton University   (United States)

Author keywords

Change point problems; Exponential cost; Optimal stopping; Quickest detection

Indexed keywords

EID: 0032251245     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1024691466     Document Type: Article

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