Video library: Alexey Muravlev, Sequential hypothesis testing for a drift of a fractional Brownian motion

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International conference "Advanced Finance and Stochastics"
June 28, 2013 13:50–14:10, Moscow, Steklov Mathematical Institute of RAS

Sequential hypothesis testing for a drift of a fractional Brownian motion

Alexey Muravlev

Steklov Mathematical Institute, Russia

*Supplementary materials:*
	Adobe PDF	284.1 Kb

Supplementary materials:

7095.pdf (284.1 Kb)

Language: English