Gaussian Processes, Moving Averages and Quick Detection Problems

• 1 October 1973
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 1  (5) , 825-837
• https://doi.org/10.1214/aop/1176996848

Abstract

Keywords

• MOVING AVERAGES
• WEIGHT FUNCTION
• GAUSSIAN PROCESS
• MOVING AVERAGE
• MOVING AVERAGE PROCESS
• WIENER PROCESS
• GAUSSIAN PROCESSES
• DISCRETE TIME
• FIRST PASSAGE TIME