The Wald's sequantial probability test of two simple hypotheses regarding the Lévy-Khintchine triplet for a wide family of Lévy processes is analysed
On the Wald's Sequential Probability Ratio Test for Lévy Processes
BUONAGUIDI, BRUNO;MULIERE, PIETRO
2013
Abstract
The Wald's sequantial probability test of two simple hypotheses regarding the Lévy-Khintchine triplet for a wide family of Lévy processes is analysed
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