Title:
|
Optimum stopping rules on the sequence of statistically dependent vectors (English) |
Author:
|
Cochlar, Jiří |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
16 |
Issue:
|
1 |
Year:
|
1980 |
Pages:
|
(13)-35 |
. |
Category:
|
math |
. |
MSC:
|
60G40 |
MSC:
|
62L12 |
MSC:
|
62L15 |
idZBL:
|
Zbl 0441.60044 |
idMR:
|
MR575414 |
. |
Date available:
|
2009-09-24T17:11:47Z |
Last updated:
|
2012-06-05 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124264 |
. |
Reference:
|
[1] J. Neveu: Bases mathématiques du calcul des probabilités.Masson et Cie, Paris 1964. Zbl 0137.11203, MR 0198504 |
Reference:
|
[2] Y. S. Chow H. Robbins: On optimal stopping rules.Zeitschr. fur Wahrscheinlichkeitstheorie u. verw. Geb. 2 (1963/64), 1, 33-49. MR 0157465 |
Reference:
|
[3] G. W. Haggstrom: Optimal stopping and experimental design.Ann. of Math. Stat. 37 (1966), 1, 7-29. Zbl 0202.49201, MR 0195221 |
Reference:
|
[4] A. H. Ширяев: Статистический почледовательный анализ.Издание второе. Hayкa, Mocквa 1976. Zbl 1170.01332 |
Reference:
|
[5] E. Б. Дынкин: Основания теории марковских процессов.ФИЗМАТГИЗ, Mocквa 1959. Zbl 1047.90504 |
Reference:
|
[6] J. Cochlar: Formulace problému sekvenční detekce radiolokačních cílů v korelovaném šumu.Res. Rep. III-1-4/4-1, ČVUT FEL, Praha 1976. |
. |