Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations

DOI10.1134/S0032946012020044zbMath1302.94015MaRDI QIDQ375953

Aslan Tchamkerten, Marat V. Burnashev

Publication date: 1 November 2013

Published in: Problems of Information Transmission (Search for Journal in Brave)

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Sums of independent random variables; random walks (60G50) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

On limit distributions of the time of first passage over a high level

Cites Work

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