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

DOI10.2307/1268743zbMATH Open0345.62070OpenAlexW4231964075MaRDI QIDQ4114657FDOQ4114657

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)

This page was built for publication: On the Test and Power of Zero Drift on First Passage Times in Brownian Motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4114657)