Sequential change-point detection in continuous time when the post-change drift is unknown

Bernoulli

Volumn 3, Issue 4, 1997, Pages 457-478

  Beibel, M ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Bayes problems; Brownian motion; Change point; Sequential detection; Tests of power one

Indexed keywords

EID: 0345870212     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318460     Document Type: Article

References (18)

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