On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion
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Publication:3556741
DOI10.1137/S0040585X97983791zbMath1395.62253MaRDI QIDQ3556741
E. V. Burnaev, Eugene A. Feinberg, Albert N. Shiryaev
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Minimax procedures in statistical decision theory (62C20) Brownian motion (60J65) Markov processes: hypothesis testing (62M02)
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