Bayesian sequential testing of the drift of a Brownian motion (Q2786497): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2964254646 / rank | |||
Normal rank | |||
Revision as of 19:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian sequential testing of the drift of a Brownian motion |
scientific article |
Statements
Bayesian sequential testing of the drift of a Brownian motion (English)
0 references
12 February 2016
0 references
Bayesian analysis
0 references
sequential hypothesis testing
0 references
optimal stopping
0 references
arithmetic Brownian motion
0 references
