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
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
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