Ekström, Erik; Vaicenavicius, Juozas Monotonicity and robustness in Wiener disorder detection. (English) Zbl 1432.60047 Sequential Anal. 38, No. 1, 57-68 (2019). MSC: 60G35 60G40 62L10 62F15 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{J. Vaicenavicius}, Sequential Anal. 38, No. 1, 57--68 (2019; Zbl 1432.60047) Full Text: DOI arXiv
Ekström, Erik; Vaicenavicius, Juozas Bayesian sequential testing of the drift of a Brownian motion. (English) Zbl 1369.62201 ESAIM, Probab. Stat. 19, 626-648 (2015). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 62L10 60G40 60J60 62C10 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{J. Vaicenavicius}, ESAIM, Probab. Stat. 19, 626--648 (2015; Zbl 1369.62201) Full Text: DOI arXiv