60 citations · 87 across the 11 of their papers we have counts for
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math.PR2020★ 7 cited
Multi-dimensional sequential testing and detection
Erik Ekström, Yuqiong Wang
We study extensions to higher dimensions of the classical Bayesian sequential testing and detection problems for Brownian motion. In the main result we show that, for a large class…
math.PR2020
Disorder Detection with Costly Observations
Erhan Bayraktar, Erik Ekstrom, Jia Guo
We study the Wiener disorder detection problem where each observation is associated with a positive cost. In this setting, a strategy is a pair consisting of a sequence of observat…