On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401)
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scientific article; zbMATH DE number 7316855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion |
scientific article; zbMATH DE number 7316855 |
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On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (English)
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2 March 2021
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generalized Shiryaev-Roberts procedure
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Markov diffusion
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quickest change point detection
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Whittaker functions
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