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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
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Category: math
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MSC: 60G40
MSC: 62L12
MSC: 62L15
idZBL: Zbl 0441.60044
idMR: MR575414
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Date available: 2009-09-24T17:11:47Z
Last updated: 2012-06-05
Stable URL: http://hdl.handle.net/10338.dmlcz/124264
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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.
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