Estimating the Hurst effect and its application in monitoring clinical trials (Q956853)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Hurst effect and its application in monitoring clinical trials |
scientific article |
Statements
Estimating the Hurst effect and its application in monitoring clinical trials (English)
0 references
26 November 2008
0 references
symptotic normality
0 references
clinical trials
0 references
fractional Brownian motion
0 references
Hurst coefficient
0 references
maximum likelihood method
0 references
simulation studies
0 references
