A diffusion process and its applications to detecting a change in the drift of Brownian motion
1985; Oxford University Press; Volume: 72; Issue: 2 Linguagem: Inglês
10.1093/biomet/72.2.267
ISSN1464-3510
Autores Tópico(s)Advanced Queuing Theory Analysis
ResumoJournal Article A diffusion process and its applications to detecting a change in the drift of Brownian motion Get access MOSHE POLLAK, MOSHE POLLAK Department of Statistics, Hebrew UniversityJerusalem, Israel Search for other works by this author on: Oxford Academic Google Scholar DAVID SIEGMUND DAVID SIEGMUND Department of Statistics, Stanford UniversityStanford, California 94305, U.S.A Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 72, Issue 2, August 1985, Pages 267–280, https://doi.org/10.1093/biomet/72.2.267 Published: 01 August 1985 Article history Received: 01 September 1984 Revision received: 01 December 1984 Published: 01 August 1985
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