GAUSSIAN PROCESSES, MOVING AVERAGES AND QUICK DETECTION PROBLEMS

被引：15

作者：

LAI, TL ^{[1
]}

机构：

[1] COLUMBIA UNIV,DEPT MATH STATISTICS,NEW YORK,NY 10027

来源：

关键词：

D O I：

10.1214/aop/1176996848

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 / 837

页数：13

共 13 条

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[4] SPACE-TIME PROCESSES, PARABOLIC FUNCTIONS AND ONE-DIMENSIONAL DIFFUSIONS
LAI, TL
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 175 (448) : 409 - 438
[5] LAI TL, 1971, ANN STATIST, V2
[6] A BOUND FOR DISTRIBUTION OF MAXIMUM OF CONTINUOUS GAUSSIAN PROCESSES
MARCUS, M
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (01): : 305 - &
[7] Motoo M., 1959, ANN I STAT MATH, V10, P21
[8] PAGE ES, 1954, BIOMETRIKA, V41, P100, DOI 10.1093/biomet/41.1-2.100
[9] FIRST PASSAGE TIME FOR A PARTICULAR GAUSSIAN PROCESS
SHEPP, LA
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03): : 946 - &
[10] RADON-NIKODYM DERIVATIVES OF GAUSSIAN MEASURES
SHEPP, LA
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02): : 321 - &