Buonaguidi, Bruno
Buonaguidi, Bruno
MILANO - Dipartimento di Scienze statistiche
An optimal sequential procedure for determining the drift of a Brownian motion among three values
2023 Buonaguidi, Bruno
Finite Horizon Sequential Detection with Exponential Penalty for the Delay
2023 Buonaguidi, Bruno
Bayesian change-point detection for a Brownian motion with a total miss criterion
2022 Buonaguidi, Bruno
Bayesian quickest detection of credit card fraud
2022 Buonaguidi, Bruno; Mira, Antonietta; Bucheli, Herbert; Vitanis, Viton
The disorder problem for diffusion processes with the ε-linear and expected total miss criteria
2022 Buonaguidi, Bruno
On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay
2021 Buonaguidi, Bruno
The disorder problem for purely jump Lévy processes with completely monotone jumps
2020 Buonaguidi, Bruno
Dynamic optimality in optimal variance stopping problems
2018 Buonaguidi, Bruno
Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index
2018 Buonaguidi, Bruno; Mira, Antonietta
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen
2017 Buonaguidi, Bruno
Bayesian sequential testing for Lévy processes with diffusion and jump components
2016 Buonaguidi, Bruno; Muliere, P.
Optimal sequential testing for an inverse Gaussian process
2016 Buonaguidi, Bruno; Muliere, Pietro
A collocation method for the sequential testing of a gamma process
2015 Buonaguidi, Bruno; Muliere, P.
A remark on optimal variance stopping problems
2015 Buonaguidi, Bruno
On the Disorder Problem for a Negative Binomial Process
2015 Buonaguidi, Bruno; Muliere, Pietro
On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay
2014 Buonaguidi, Bruno; Muliere, P.
On the Wald's Sequential Probability Ratio Test for Lévy Processes
2013 Buonaguidi, Bruno; Muliere, Pietro
Sequential Testing Problems for Lévy Processes
2013 Buonaguidi, Bruno; Muliere, Pietro
A note on some sequential problems for the equilibrium value of a Vasicek process
2012 Buonaguidi, Bruno; Muliere, Pietro