On the Test and Power of Zero Drift on First Passage Times in Brownian Motion

DOI10.2307/1268743MaRDI QIDQ4114657zbMATH OpenOpenAlexFDO

Authors S. A. Patil, J. L. Kovner

Publication date 1976

Full work available at URL https://doi.org/10.2307/1268743

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05)

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