Sequential Tests for the Drift of a Wiener Process with a...

Sequential Tests for the Drift of a Wiener Process with a Smooth Prior, and the Heat Equation

Simons, Gordon, Yao, Yi-Ching, Wu, Xizhi
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Volume:
17
Journal:
The Annals of Statistics
DOI:
10.1214/aos/1176347142
Date:
June, 1989
File:
PDF, 900 KB
1989
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