Sequential testing of hypotheses about drift for Gaussian diffusions

DOI10.1016/j.stamet.2016.07.002zbMath1487.62103OpenAlexW2496718787MaRDI QIDQ670162

David Stibůrek

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.07.002

zbMATH Keywords

Wiener processItô integralmartingalehypotheses testingsequential methodssymmetric random part

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10)

Cites Work

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