On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test (Q4226908)
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scientific article; zbMATH DE number 1253708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test |
scientific article; zbMATH DE number 1253708 |
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On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test (English)
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23 February 1999
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asymptotic efficiency
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Brownian motion
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sequential probability ratio test
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0.9057975
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0.8985131
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0.8962737
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0.8915711
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0.8886067
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