An unbiased estimator for the drift of a stopped Wiener process (Q4747419)
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scientific article; zbMATH DE number 3804701
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| English | An unbiased estimator for the drift of a stopped Wiener process |
scientific article; zbMATH DE number 3804701 |
Statements
An unbiased estimator for the drift of a stopped Wiener process (English)
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1983
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drift of stopped Wiener process
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first-passage times
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moving boundary
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unbiased estimator
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