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Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift
  Change Detection of a Brownian motion

Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion

9 October 2016
T. Banerjee
G. Moustakides
ArXivPDFHTML

Papers citing "Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion"

1 / 1 papers shown
Title
Sequential change detection revisited
Sequential change detection revisited
G. Moustakides
AI4TS
108
62
0
04 Apr 2008
1