Exact Tests for Zero Drift Based on First Passage Times in Brownian Motion

DOI10.2307/1267502zbMATH Open0283.62080OpenAlexW4234597002MaRDI QIDQ4769843FDOQ4769843

Authors:

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/1267502

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)

Cited In (5)

• Extended incomplete gamma functions with applications
• Improved estimation for the parameters of an inverse gaussian distribution
• Estimation for the three-parameter inverse gaussian distribution
• Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
• On the efficiency of a testimator for the mean of an inverse Gaussian distribution

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