CONDITIONAL BOUNDARY CROSSING PROBABILITIES, WITH APPLICATIONS TO CHANGE-POINT PROBLEMS

被引：11
|
作者：
JAMES, B [1 ]
JAMES, KL [1 ]
SIEGMUND, D [1 ]
机构：
[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
来源：
ANNALS OF PROBABILITY | 1988年 / 16卷 / 02期
关键词：
D O I：
10.1214/aop/1176991789
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：825 / 839
页数：15
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