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},
year = {1996},
volume = {51},
number = {4},
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 UR - http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/ LA - en ID - RM_1996_51_4_a14 ER -
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/
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