scientific article; zbMATH DE number 721886

zbMATH Open0810.62074MaRDI QIDQ4322836

V. G. Spokoiny

Publication date: 6 April 1995

Title of this publication is not available (Why is that?)

zbMATH Keywords

time serieslower boundasymptotic minimax riskstopping timesMarkov timesasymptotically optimal decisionsconvergence of filtered experimentscumulative sums method

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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