Open AccessMinimax optimality in robust detection of a disorder time in Poisson rate
Author(s) -
Nicole El Karoui,
Stéphane Loisel,
Yahia Salhi
Publication year - 2015
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - minimax , cusum , mathematics , optional stopping theorem , unobservable , martingale (probability theory) , mathematical optimization , bounded function , stopping time , optimal stopping , statistics , mathematical analysis , econometrics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom