HIGHLIGHTS
- What: The authors also provide lower estimates for the value functions, which inherently construct the upper estimates for the stochastic boundary surfaces, in the case in which the authors aim to detect the earliest of the changepoint times of the components.
- Who: Pavel V., Gapeev and Yavor I., Stoev from the London School of Economics, Department of Mathematics, Houghton Street, London WC A AE, United Kingdom, (): V, vol have published the article: Quickest Change-point Detection Problems for Multidimensional Wiener Processes, in the Journal: (JOURNAL)
- Future: Extensions of the quickest change-point detection . . .
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