Minimax optimality of the Shiryayev–Roberts change-point detection rule
| Autor: | Siegmund, D.O., Yakir, B. |
|---|---|
| Zdroj: | In Journal of Statistical Planning and Inference 2008 138(9):2815-2825 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Siegmund, D.O., Yakir, B. |
|---|---|
| Zdroj: | In Journal of Statistical Planning and Inference 2008 138(9):2815-2825 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect