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Bayesian disorder problem for the Brownian bridge - MaRDI portal

Bayesian disorder problem for the Brownian bridge

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Publication:2965810

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DOI10.1070/RM9742zbMath1360.62434OpenAlexW2551894416MaRDI QIDQ2965810

Dmitrii I. Lisovskii

Publication date: 3 March 2017

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm9742

zbMATH Keywords

Brownian bridge optimal stopping time risk function alarm time Bayesian disorder problem disorder time

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Diffusion processes (60J60) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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