On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model

标题
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
作者
关键词
-
出版物
THEORY OF PROBABILITY AND ITS APPLICATIONS
Volume 53, Issue 3, Pages 537-547
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2009-08-27
DOI
10.1137/s0040585x97983808

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