Disorder problem for a Poisson process in the generalized Bayesian setting

DOI10.1070/RM2007V062N04ABEH004436zbMath1136.62055MaRDI QIDQ5387164

E. V. Burnaev

Publication date: 7 May 2008

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

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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