Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Advances in Applied Probability, 2020, Volume 52, Issue 4, Pages 1308

Loading [MathJax]/jax/output/SVG/config.js

Advances in Applied Probability

RUS ENG

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

Advances in Applied Probability, 2020, Volume 52, Issue 4, Pages 1308–1324
DOI: https://doi.org/10.1017/apr.2020.43 (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

DOI: https://doi.org/10.1017/apr.2020.43

Funding agency	Grant number
Russian Science Foundation	18-71-10097
We are grateful to the two anonymous referees for providing useful comments that helped to improve the quality of the paper. In particular, we thank one of the referees for pointing out an error in the initial version of the paper and suggesting a correction in the equations on p. 11. The research was supported by the Russian Science Foundation, Project 18-71-10097.

Bibliographic databases:

Document Type: Article

Language: English

Linking options:

https://www.mathnet.ru/eng/aap3

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Statistics & downloads:
Abstract page:	90