Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Lerche, Hans R.
|
| Titolo: |
Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
|
| Pubblicazione: | New York, : Springer-Verlag, 1986 |
| Descrizione fisica: | v, 143 p. ; 24 cm |
| Soggetto topico: | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] | |
| 60J65 - Brownian motion [MSC 2020] | |
| 62-XX - Statistics [MSC 2020] | |
| 62L10 - Sequential statistical analysis [MSC 2020] | |
| 62L15 - Optimal stopping in statistics [MSC 2020] | |
| Soggetto non controllato: | Approximation |
| Brownian Motion | |
| Construction | |
| Derivation | |
| Distribution | |
| Equations | |
| Functions | |
| Fusion | |
| Law of the iterated logarithm | |
| Likelihood | |
| Logarithms | |
| Models | |
| Statistics | |
| Themes | |
| Titolo autorizzato: | Boundary Crossing of Brownian Motion |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN00268853 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | https://doi.org/10.1007/978-1-4615-6569-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture notes in statistics New York [etc.] . -Springer , 1980- ; 40