MINIMAX OPTIMALITY OF THE METHOD OF CUMULATIVE SUMS (CUSUM) IN THE CASE OF CONTINUOUS-TIME

Authors
SHIRYAEV AN
Citation
An. Shiryaev, MINIMAX OPTIMALITY OF THE METHOD OF CUMULATIVE SUMS (CUSUM) IN THE CASE OF CONTINUOUS-TIME, Russian Mathematical Surveys, 51(4), 1996, pp. 750-751
Citations number
9
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Russian Mathematical Surveys → ACNP
ISSN journal
00360279
Volume
51
Issue
4
Year of publication
1996
Pages
750 - 751
Database
ISI
SICI code
0036-0279(1996)51:4<750:MOOTMO>2.0.ZU;2-N