A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
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Publication:3618557
DOI10.1080/07474940802619410zbMath1157.62053OpenAlexW2083452077MaRDI QIDQ3618557
G. Hernandez del-Valle, Olympia Hadjiliadis, Ioannis Stamos
Publication date: 2 April 2009
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940802619410
Asymptotic properties of parametric estimators (62F12) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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Cites Work
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