Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics

DOI10.1007/978-3-540-69532-5_21zbMath1146.62019OpenAlexW110662340MaRDI QIDQ3528747

Albert N. Shiryaev

Publication date: 17 October 2008

Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69532-5_21

Mathematics Subject Classification ID

Bayesian inference (62F15) Brownian motion (60J65) Sufficient statistics and fields (62B05)

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