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On the minimax optimality of the CUSUM statistic in disorder problems for Brownian motion. (English. Russian original) Zbl 1380.62234
Theory Probab. Appl. 61, No. 4, 719-726 (2017); translation from Teor. Veroyatn. Primen. 61, No. 4, 837-844 (2016).
MSC:
62L10 Sequential statistical analysis
62C20 Minimax procedures in statistical decision theory
60J65 Brownian motion
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References:
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