Pages that link to "Item:Q2758217"
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The following pages link to LERCHE'S SEQUENTIAL TEST FOR THE DRIFT OF A BROWNIAN MOTION WITH A SMOOTH PRIOR (Q2758217):
Displaying 7 items.
- Bayes optimal sequential trial designs (Q872065) (← links)
- Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation (Q1262665) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- Bayesian sequential testing for Lévy processes with diffusion and jump components (Q2833717) (← links)
- The effect of truncation on a sequential test for the drift of brownian motion (Q3834903) (← links)
- Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (Q3988375) (← links)
- On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test (Q4226908) (← links)
