A sequential procedure for testing the existence of a random walk model in finite samples
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Publication:3532731
DOI10.1080/02664760802185290zbMath1169.62070OpenAlexW2063362005MaRDI QIDQ3532731
Ilias S. Kevork, George E. Halkos
Publication date: 28 October 2008
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760802185290
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Sequential statistical analysis (62L10)
Cites Work
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