Geodesic
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 
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/
@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  - 
%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
%U http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/
%G en
%F RM_1996_51_4_a14

Voir la notice de l'article provenant de la source Math-Net.Ru

[1] Shiryaev A. N., DAN SSSR, 138:4 (1961), 794–801

[2] Shiryaev A. N., DAN SSSR, 138:5 (1961), 1039–1042 | MR | Zbl

[3] Shiryaev A. N., Teoriya veroyatn. i ee primen., VIII:1 (1963), 26–51

[4] Shiryaev A. N., Statisticheskii posledovatelnyi analiz, Nauka, M., 1976 | Zbl

[5] Page E. S., Biometrika, 41 (1954), 100–115 | DOI | MR | Zbl

[6] Lorden G., Ann. Math. Statist., 42 (1971), 1897–1908 | DOI | MR | Zbl

[7] Moustakides G. V., Ann. Statist., 14 (1986), 1379–1387 | DOI | MR | Zbl

[8] “Change-point problems”, Institute of Math. Statist. Lecture Notes – Monograph Ser., 23, eds. Carlstein E., Müller H.-G., Siegmund D., 1994

[9] Ritov Y., Ann. Statist., 18 (1990), 1464–1469 | DOI | MR | Zbl