On confidence intervals for Brownian motion changepoint times
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Publication:2815676
DOI10.1070/RM9702zbMath1369.62205OpenAlexW2404493499MaRDI QIDQ2815676
Albert N. Shiryaev, Alexey Muravlev, Mikhail Zhitlukhin
Publication date: 30 June 2016
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm9702
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
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