Sequential Tests for the Drift of a Wiener Process with a Smooth Prior, and the Heat Equation
Simons, Gordon, Yao, Yi-Ching, Wu, XizhiVolume:
17
Journal:
The Annals of Statistics
DOI:
10.1214/aos/1176347142
Date:
June, 1989
File:
PDF, 900 KB
1989