A Bayesian sequential test for the drift of a fractional Brownian motion (Q5005050)
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scientific article; zbMATH DE number 7378200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian sequential test for the drift of a fractional Brownian motion |
scientific article; zbMATH DE number 7378200 |
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A Bayesian sequential test for the drift of a fractional Brownian motion (English)
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4 August 2021
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sequential test
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Chernoff's test
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fractional Brownian motion
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optimal stopping
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