Sequential testing for simple hypotheses for processes driven by fractional Brownian motion

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63-SA-STFSH-V24P-189-203.pdf (1.78 MB)

Date

2005

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Keywords

Fractional Brownian motion, Sequential testing, Optimal test, Stochastic differential equations

Citation

Sequential Analysis, v.24, p.189-203

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http://hdl.handle.net/10263/4735

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Mathematics and Statistics

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