Fractional Brownian motion and clinical trials

DOI10.1080/02664760021853zbMath0937.62114OpenAlexW1994263044MaRDI QIDQ4935542

Dejian Lai, Barry R. Davis, Robert J. Hardy

Publication date: 14 June 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760021853

zbMATH Keywords

beta-blocker heart attack trial

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Brownian motion (60J65) Markov processes: hypothesis testing (62M02)

Related Items (11)

Sample size determination for group sequential test under fractional Brownian motion ⋮ Estimating the Hurst effect and its application in monitoring clinical trials ⋮ Operating Characteristics for Group Sequential Trials Monitored Under Fractional Brownian Motion ⋮ Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion ⋮ On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise ⋮ 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 ⋮ Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets ⋮ Group sequential tests under fractional Brownian motion in monitoring clinical trials

This page was built for publication: Fractional Brownian motion and clinical trials