On the Wald's Sequential Probability Ratio Test for Lévy Processes

By Buonaguidi Bruno   Muliere Pietro  

Sequential Analysis, Vol. 32, Iss. 3, 2013-07 ,pp. : 267-287

Taylor & Francis Ltd

Access to resources Recommend Favorite

Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion

By Prakasa Rao B.L.S.  

Sequential Analysis, Vol. 24, Iss. 2, 2005-01 ,pp. : 189-203

Taylor & Francis Ltd

Access to resources Recommend Favorite

Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems

By Brodsky Boris  

Sequential Analysis, Vol. 27, Iss. 2, 2008-04 ,pp. : 141-173

Taylor & Francis Ltd

Access to resources Recommend Favorite

Convex ordering criteria for Lévy processes

By Bergenthum Jan   Rüschendorf Ludger  

Advances in Data Analysis and Classification, Vol. 1, Iss. 2, 2007-08 ,pp. : 143-173

Springer Publishing Company

Access to resources Recommend Favorite

Estimation for Non-Negative Lévy-Driven CARMA Processes

By Brockwell Peter J.  

Journal of Business & Economic Statistics, Vol. 29, Iss. 2, 2011-04 ,pp. : 250-259

Taylor & Francis Ltd

Access to resources Recommend Favorite