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MR1422244 62L15 (60G40)
Shiryaev, A. N. Minimax optimality of the method of cumulative sums (CUSUM) in the continuous time case. (Russian) Uspekhi Mat. Nauk 51 (1996), no. 4(310), 173--174; translation in Russian Math. Surveys 51 (1996), no. 4, 750–751
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