Estimating the Hurst effect and its application in monitoring clinical trials (Q956853): Difference between revisions

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Estimating the Hurst effect and its application in monitoring clinical trials
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    Estimating the Hurst effect and its application in monitoring clinical trials (English)
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    26 November 2008
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    symptotic normality
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    clinical trials
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    fractional Brownian motion
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    Hurst coefficient
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    maximum likelihood method
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    simulation studies
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