Sequential Testing of Two Hypotheses for a Stationary...

Theory of Probability & Its Applications 2019 / 01 Vol. 63; Iss. 4

Sequential Testing of Two Hypotheses for a Stationary Ornstein--Uhlenbeck Process

Lisovskii, D. I., Shiryaev, A. N.
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Volume:
63
Language:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/S0040585X97T98926X
Date:
January, 2019
File:
PDF, 175 KB
english, 2019
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