On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion (Q4602305)
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scientific article; zbMATH DE number 6823445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion |
scientific article; zbMATH DE number 6823445 |
Statements
On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion (English)
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9 January 2018
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disorder
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minimax criterion
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two-sided inequalities for minimax risk
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probabilistic characteristics
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Itô formula
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CUSUM statistic
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Brownian motion
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