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- W1983834889 abstract "This paper deals with a formulation of the multiple disorder problem. Let $tau_1,ldots, tau_n$ be disorder emergence times. Available for observation is a process x with differential $dx_t = theta_t ,dt +sigma ,dW_t$, where $theta_t = sum_{i=1}^{n}a_i I{t ge tau_i}$ is a Markov process. Having the realization of the process x, it is required to estimate $tau_i$, $i=1,ldots,n$. The estimation of time $tau_i$ is based on verifying the hypothesis about reaching the level $A_i = sum_{k=1}^{i}a_k$ by the process~$theta$." @default.
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- W1983834889 date "1999-01-01" @default.
- W1983834889 modified "2023-09-27" @default.
- W1983834889 title "On a Formulation of the MultipleDisorder Problem" @default.
- W1983834889 doi "https://doi.org/10.1137/s0040585x97976908" @default.
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