We study the continuous time analogue of the Bayes problem of
Poor. As usual the results on the optimal solution are more explicit than in
the discrete time set-up.
Publié le : 2000-12-14
Classification:
Change-point,
exponential delay-penalty,
sequential detection,
Wiener process,
62L10,
62L15,
62C10
@article{1015957476,
author = {Beibel, M.},
title = {A note on sequential detection with exponential penalty for the
delay},
journal = {Ann. Statist.},
volume = {28},
number = {3},
year = {2000},
pages = { 1696-1701},
language = {en},
url = {http://dml.mathdoc.fr/item/1015957476}
}
Beibel, M. A note on sequential detection with exponential penalty for the
delay. Ann. Statist., Tome 28 (2000) no. 3, pp. 1696-1701. http://gdmltest.u-ga.fr/item/1015957476/