Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 51 (1996) no. 4, pp. 750-751
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@article{RM_1996_51_4_a14,
author = {A. N. Shiryaev},
title = {Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {750--751},
publisher = {mathdoc},
volume = {51},
number = {4},
year = {1996},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/}
}
TY - JOUR AU - A. N. Shiryaev TI - Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 1996 SP - 750 EP - 751 VL - 51 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/ LA - en ID - RM_1996_51_4_a14 ER -
%0 Journal Article %A A. N. Shiryaev %T Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 1996 %P 750-751 %V 51 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/ %G en %F RM_1996_51_4_a14
A. N. Shiryaev. Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 51 (1996) no. 4, pp. 750-751. http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/