The effect of truncation on a sequential test for the drift of Brownian motion

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  1. Department of Statistics
  2. The effect of truncation on a sequential test for the drift of Brownian motion

The effect of truncation on a sequential test for the drift of Brownian motion

TitleThe effect of truncation on a sequential test for the drift of Brownian motion
Publication TypeJournal Article
Year of Publication1989
AuthorsBather, JA, Chernoff, H, Petkau, AJ
JournalSequential Analysis
Volume8
Pagination169–190