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Minimax optimality of the Shiryayev-Roberts change-point detection rule - MaRDI portal

Minimax optimality of the Shiryayev-Roberts change-point detection rule (Q928915)

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scientific article; zbMATH DE number 5287891
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English
Minimax optimality of the Shiryayev-Roberts change-point detection rule
scientific article; zbMATH DE number 5287891

    Statements

    Minimax optimality of the Shiryayev-Roberts change-point detection rule (English)
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    11 June 2008
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    change-point
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    sequential detection
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    minimax optimality
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    Identifiers