Operating characteristics for group sequential trials monitored under fractional Brownian motion

DOI10.1080/03610911003615824MaRDI QIDQ3577194zbMATH OpenOpenAlexFDO

Authors Qiang Zhang, D. Lai

Publication date 5 August 2010

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610911003615824

zbMATH Keywords

Brownian motionfractional Brownian motiongroup sequential trial

Mathematics Subject Classification ID

Brownian motion (60J65) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Inference from stochastic processes (62M99) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

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Cites work

• Brownian motion and long-term clinical trial recruitment
• Discrete Sequential Boundaries for Clinical Trials
• Estimating the Hurst effect and its application in monitoring clinical trials
• Fractional Brownian motion and clinical trials
• Fractional Brownian Motions, Fractional Noises and Applications
• scientific article; zbMATH DE number 1348603 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Statistical monitoring of clinical trials. A unified approach.
• Tests for Hurst effect
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

Cited in

(7)

• Group sequential tests under fractional Brownian motion in monitoring clinical trials
• Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion
• Asymmetric group sequential designs under fractional Brownian motion
• Repeated confidence intervals under fractional Brownian motion in long-term clinical trials
• Sample size determination for group sequential test under fractional Brownian motion
• Stochastically curtailed tests under fractional Brownian motion
• Parameter identification for drift fractional Brownian motions with application to the Chinese stock markets

Describes a project that uses

Uses Software

• longmemo

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