The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion
Autor: | Zhitlukhin, Mikhail V, Muravlev, Alexey A, Shiryaev, Albert N |
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Zdroj: | Russian Mathematical Surveys; January 2013, Vol. 68 Issue: 2 p389-391, 3p |
Databáze: | Supplemental Index |
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