On Chernoff's test for a fractional Brownian motion
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Publication:2001264
DOI10.1007/978-3-030-04161-8_53zbMath1426.62233OpenAlexW2922469262MaRDI QIDQ2001264
Alexey Muravlev, Mikhail Zhitlukhin
Publication date: 2 July 2019
Full work available at URL: https://doi.org/10.1007/978-3-030-04161-8_53
Fractional processes, including fractional Brownian motion (60G22) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
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Cites Work
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