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Probabilistic-statistical methods of detecting spontaneously occurring effects

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Publication:918611
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zbMath0706.62076MaRDI QIDQ918611

A. N. Kolmogorov, Yu. V. Prokhorov, Albert N. Shiryaev

Publication date: 1990

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)


zbMATH Keywords

surveyWiener processBayesian inferencechange point problem


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Optimal stopping in statistics (62L15)


Related Items (4)

The Wiener disorder problem with finite horizon ⋮ Statistical Surveillance. Optimality and Methods ⋮ The disorder problem for compound Poisson processes with exponential jumps ⋮ A local method for estimating change points: the “Hat-function”




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