Geodesic
On confidence intervals for Brownian motion changepoint times
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 71 (2016) no. 1, pp. 159-160 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {M. V. Zhitlukhin and A. A. Muravlev and A. N. Shiryaev},
     title = {On confidence intervals for {Brownian} motion changepoint times},
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M. V. Zhitlukhin; A. A. Muravlev; A. N. Shiryaev. On confidence intervals for Brownian motion changepoint times. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 71 (2016) no. 1, pp. 159-160. http://geodesic.mathdoc.fr/item/RM_2016_71_1_a4/

[1] M. V. Zhitlukhin, A. N. Shiryaev, Teoriya veroyatn. i ee primen., 57:3 (2012), 453–470 | DOI | DOI | MR | Zbl

[2] G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser Verlag, Basel, 2006, xxii+500 pp. | MR | Zbl