Minimax optimality in robust detection of a disorder time in Poisson rate

Yahia Salhi ()
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Yahia Salhi: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2015-06-22
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Published in 5th International Workshop in Sequential Methodologies, Jun 2015, New York, United States

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02017501

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