Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
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Publication:1847129
DOI10.1214/aos/1176342816zbMath0289.62059MaRDI QIDQ1847129
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342816
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
62E15: Exact distribution theory in statistics
60G50: Sums of independent random variables; random walks
60E05: Probability distributions: general theory
60J65: Brownian motion
62M99: Inference from stochastic processes
60H05: Stochastic integrals
60B10: Convergence of probability measures
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