Operating Characteristics for Group Sequential Trials Monitored Under Fractional Brownian Motion

DOI10.1080/03610911003615824zbMath1192.62190OpenAlexW2027512410MaRDI QIDQ3577194

Dejian Lai, Qiang Zhang

Publication date: 5 August 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610911003615824

zbMATH Keywords

fractional Brownian motionBrownian motiongroup sequential trial

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Brownian motion (60J65) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (6)

Sample size determination for group sequential test under fractional Brownian motion ⋮ Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion ⋮ Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials ⋮ Asymmetric Group Sequential Designs under Fractional Brownian Motion ⋮ Stochastically Curtailed Tests Under Fractional Brownian Motion ⋮ Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets

Uses Software

• longmemo

Cites Work

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• Estimating the Hurst effect and its application in monitoring clinical trials
• Statistical monitoring of clinical trials. A unified approach.
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Discrete Sequential Boundaries for Clinical Trials
• Tests for Hurst effect
• Fractional Brownian motion and clinical trials
• Fractional Brownian Motions, Fractional Noises and Applications
• Brownian motion and long-term clinical trial recruitment

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