Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time

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Publication:4341971

DOI10.1070/RM1996v051n04ABEH002986zbMath0882.62076OpenAlexW2052707101MaRDI QIDQ4341971

Albert N. Shiryaev

Publication date: 9 July 1997

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1996v051n04abeh002986




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