Multi-dimensional sequential testing and detection
Author:
Affiliation:
1. Department of Mathematics, Uppsala University, Uppsala, Sweden
Funder
Vetenskapsrådet
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2021.1993852
Reference20 articles.
1. Quickest Detection of a Minimum of Two Poisson Disorder Times
2. Adaptive Poisson disorder problem
3. Multisource Bayesian sequential change detection
4. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
5. Bayesian sequential testing of the drift of a Brownian motion
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