Buonaguidi, Bruno

Buonaguidi, Bruno  

MILANO - Dipartimento di Scienze statistiche  

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