Pages that link to "Item:Q670162"
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The following pages link to Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162):
Displaying 6 items.
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
- Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
- The effect of truncation on a sequential test for the drift of brownian motion (Q3834903) (← links)
- On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test (Q4226908) (← links)
- Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter (Q4368651) (← links)