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Min-max optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion

Min-max optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion

Author Name: 

T. Banerjee, G.V. Moustakides

Publication Type: 
Journal Publications
Journal/Volume: 
Sequential Analysis, vol. 36, pp. 355-369
Publication Date: 
September, 2017