Exact Tests for Zero Drift Based on First Passage Times in Brownian Motion

DOI10.2307/1267502zbMath0283.62080OpenAlexW4234597002MaRDI QIDQ4769843

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Publication date: 1974

Full work available at URL: https://doi.org/10.2307/1267502

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)

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