Pages that link to "Item:Q2874150"
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The following pages link to On Chernoff's hypotheses testing problem for the drift of a Brownian motion (Q2874150):
Displaying 13 items.
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation (Q1262665) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
- An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- An optimal property of the repeated significance test (Q3716131) (← links)
- On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test (Q4226908) (← links)
- Bayesian problems of sequential discrimination between hypotheses for continuous random processes (Q4515846) (← links)
- Sequential testing of a Wiener process with costly observations (Q4639218) (← links)
- Anscombe’s model for sequential clinical trials revisited (Q4639224) (← links)
- A Bayesian sequential test for the drift of a fractional Brownian motion (Q5005050) (← links)
