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

页码：825 / 839

页数：15

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