Estimating the Hurst effect and its application in monitoring clinical trials (Q956853)
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scientific article; zbMATH DE number 5373967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Hurst effect and its application in monitoring clinical trials |
scientific article; zbMATH DE number 5373967 |
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Estimating the Hurst effect and its application in monitoring clinical trials (English)
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26 November 2008
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symptotic normality
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clinical trials
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fractional Brownian motion
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Hurst coefficient
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maximum likelihood method
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simulation studies
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