Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion

DOI10.1214/aos/1176342816zbMath0289.62059OpenAlexW1981674748MaRDI 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

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Brownian motion (60J65) Inference from stochastic processes (62M99) Stochastic integrals (60H05) Convergence of probability measures (60B10)

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