Open AccessOn the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
Author(s) -
Olympia Hadjiliadis,
Olympia Hadjiliadis,
Vincent H Poor,
Vincent H Poor
Publication year - 2008
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp2456
Subject(s) - cusum , optimal stopping , brownian motion , stopping time , mathematics , statistics , computer science