Stochastically Curtailed Tests Under Fractional Brownian Motion
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Publication:5259112
DOI10.1080/03610926.2012.754469zbMath1320.60099OpenAlexW2046234898MaRDI QIDQ5259112
Barry R. Davis, Qiang Zhang, Dejian Lai
Publication date: 24 June 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.754469
Fractional processes, including fractional Brownian motion (60G22) Sequential statistical analysis (62L10)
Uses Software
Cites Work
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