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December2000 A note on sequential detection with exponential penalty for the delay
M. Beibel
Ann. Statist. 28(6): 1696-1701 (December2000). DOI: 10.1214/aos/1015957476

Abstract

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.

Citation

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M. Beibel. "A note on sequential detection with exponential penalty for the delay." Ann. Statist. 28 (6) 1696 - 1701, December2000. https://doi.org/10.1214/aos/1015957476

Information

Published: December2000
First available in Project Euclid: 12 March 2002

zbMATH: 1105.62366
MathSciNet: MR1835037
Digital Object Identifier: 10.1214/aos/1015957476

Subjects:
Primary: 62C10, 62L10, 62L15

Rights: Copyright © 2000 Institute of Mathematical Statistics

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Vol.28 • No. 6 • December2000
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