The Bayes problem of detecting a disorder with information criterion of delay

DOI10.1070/RM2001V056N04ABEH000422zbMATH Open1027.62016OpenAlexW1967123095MaRDI QIDQ4709926

Pavel Gapeev

Publication date: 14 January 2004

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

Full work available at URL: https://doi.org/10.1070/rm2001v056n04abeh000422

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Optimal stopping in statistics (62L15)

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