scientific article; zbMATH DE number 6296019

zbMath1416.60048MaRDI QIDQ5417177

David Stibůrek

Publication date: 16 May 2014

Full work available at URL: http://dml.cz/handle/10338.dmlcz/143543?show=full

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processBrownian bridgesequential methodssymmetric process

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10)

Related Items (3)

Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes ⋮ Sequential testing of hypotheses about drift for Gaussian diffusions ⋮ Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift

Cites Work

• Modeling event times with multiple outcomes using the Wiener process with drift
• The inverse Gaussian distribution. Statistical theory and applications
• Stochastic differential equations. An introduction with applications.
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