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Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time - MaRDI portal

Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time (Q4341971)

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scientific article; zbMATH DE number 1027879
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Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
scientific article; zbMATH DE number 1027879

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    Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time (English)
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    9 July 1997
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    CUSUM
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    disharmony
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    Wiener process
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    cumulative sums
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