A note on sequential detection with exponential penalty for the delay
成果类型:
Article
署名作者:
Beibel, M
署名单位:
University of Freiburg
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1015957476
发表日期:
2000
页码:
1696-1701
关键词:
摘要:
We study the continuous time analogue of the Bayes problem of Poor. As usual the results on the optimal solution are more explicit than in the discrete time set-up.