On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
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Publication:3556742
DOI10.1137/S0040585X97983808zbMath1393.60039OpenAlexW1997803125MaRDI QIDQ3556742
H. Vincent Poor, Olympia Hadjiliadis
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97983808
Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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