Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem
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Publication:894812
DOI10.1214/14-AAP1078zbMath1328.62500arXiv1410.8765MaRDI QIDQ894812
Neofytos Rodosthenous, Hongzhong Zhang, Olympia Hadjiliadis
Publication date: 24 November 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.8765
Minimax procedures in statistical decision theory (62C20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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