Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892)
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scientific article; zbMATH DE number 5051459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models |
scientific article; zbMATH DE number 5051459 |
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Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (English)
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4 September 2006
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asymptotic theory
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continuous-time stochastic models
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optimal stopping
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sequential detection
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