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"Quickest Detection Problems for Ornstein-Uhlenbeck Processes."

Kristoffer J. Glover, Goran Peskir (2024)

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DOI: 10.1287/MOOR.2021.0186

access: closed

type: Journal Article

metadata version: 2024-07-04

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Kristoffer J. Glover, Goran Peskir:
Quickest Detection Problems for Ornstein-Uhlenbeck Processes. Math. Oper. Res. 49(2): 1045-1064 (2024)

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