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Sequential Analysis
Design Methods and Applications
Volume 24, 2005 - Issue 2
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Original Articles

Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion

B.L.S. Prakasa Rao Department of Mathematics & Statistics, University of Hyderabad, Hyderabad, India
Pages 189-203 | Received 29 Oct 2003, Accepted 19 Mar 2004, Published online: 02 Sep 2006

Citations (5)

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Read on this site (2)

Pavel V. Gapeev & Yavor I. Stoev. (2017) On the sequential testing and quickest change-point detection problems for Gaussian processes. Stochastics 89:8, pages 1143-1165.
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B. L. S. Prakasa Rao. (2017) Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. Stochastic Analysis and Applications 35:3, pages 533-541.
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Articles from other publishers (3)

Alexandra Chronopoulou & Georgios Fellouris. (2018) Optimal Sequential Change Detection for Fractional Diffusion-Type Processes. Journal of Applied Probability 50:1, pages 29-41.
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B. L. S. Prakasa Rao. 2010. Statistical Inference for Fractional Diffusion Processes. Statistical Inference for Fractional Diffusion Processes 239 249 .
B. L. S. Prakasa Rao. (2008) Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion. Random Operators and Stochastic Equations 16:1.
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