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

DOI10.2307/1266830zbMath0251.62015OpenAlexW4236545929MaRDI QIDQ5664668

Arthur Nádas

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/1266830

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Brownian motion (60J65)

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