Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. in Appl. Probab., 2020, том 52, выпуск 4,страницы 1308

ЖУРНАЛЫ // Advances in Applied Probability // Архив

Adv. in Appl. Probab., 2020, том 52, выпуск 4, страницы 1308–1324 (Mi aap3)

A Bayesian sequential test for the drift of a fractional Brownian motion

Alexey Muravlev, Mikhail Zhitlukhin

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Язык публикации: английский

DOI: 10.1017/apr.2020.43

Реферативные базы данных: