Estimating the Hurst effect and its application in monitoring clinical trials (Q956853)
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scientific article; zbMATH DE number 5373967
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| English | Estimating the Hurst effect and its application in monitoring clinical trials |
scientific article; zbMATH DE number 5373967 |
Statements
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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0.800493597984314
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0.7768051028251648
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0.7687758207321167
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0.7662203907966614
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0.7650448679924011
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