Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm

Assaf, David, Pollak, Moshe, Ritov, Ya'acov, Yakir, Benjamin . The Annals of Statistics 1993. 21 :1155-1165

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Bibtex

@article{CIS-110517,
  Author = {Assaf, David and Pollak, Moshe and Ritov, Ya'acov and Yakir, Benjamin},
  Title = {Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm},
  Journal = {The Annals of Statistics},
  Volume = {21},
  Year = {1993},
  Pages = {1155--1165},
  Keywords = {Brownian motion, Change point}
}

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