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Russian Mathematical Surveys, 2013, Volume 68, Issue 3, Pages 577–579
DOI: https://doi.org/10.1070/RM2013v068n03ABEH004844 (Mi rm9534) 		 
This article is cited in 6 scientific papers (total in 6 papers)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Methods of sequential hypothesis testing for the drift of a fractional Brownian motion

A. A. Muravlev

Steklov Mathematical Institute of the Russian Academy of Sciences
English version PDF (332 kB) Citations (6) Russian version article
References:
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DOI: https://doi.org/10.1070/RM2013v068n03ABEH004844
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 11.G34.31.0073
Russian Foundation for Basic Research 11-01-00949-а
12-01-31449-мол_а
13-08-01096-а
Presented: A. V. Bulinski
Accepted: 05.04.2013
Bibliographic databases:
Document Type: Article
MSC: Primary 62L10, 60G22; Secondary 60G40
Language: English
Original paper language: Russian
Citation: A. A. Muravlev, “Methods of sequential hypothesis testing for the drift of a fractional Brownian motion”, Russian Math. Surveys, 68:3 (2013), 577–579
Citation in format AMSBIB
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\paper Methods of sequential hypothesis testing for the drift of a~fractional Brownian motion
\jour Russian Math. Surveys
\yr 2013
\vol 68
\issue 3
\pages 577--579
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Linking options:
  • https://www.mathnet.ru/eng/rm9534
  • https://doi.org/10.1070/RM2013v068n03ABEH004844
  • https://www.mathnet.ru/eng/rm/v68/i3/p193
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Успехи математических наук Russian Mathematical Surveys
    Statistics & downloads:
    Abstract page:524
    Russian version PDF:194
    English version PDF:13
    References:54
    First page:41
     
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