Sequential testing for simple hypotheses for processes driven by fractional Brownian motion

Rao, B L S P2012-11-092012-11-092005Sequential Analysis, v.24, p.189-203http://hdl.handle.net/10263/4735enFractional Brownian motionSequential testingOptimal testStochastic differential equationsSequential testing for simple hypotheses for processes driven by fractional Brownian motionArticle