Publications and Preprints

Sequential testing for simple hypotheses for processes driven by fractional Brownian motion
by
B. L. S. Prakasa Rao
We prove the existence of an optimal sequential test procedure for a simple null hypothesis that the observed process is a noise modeled by a fractional Brownian motion against the simple alternate hypothesis that the observed process is the sum of an unobserved signal and the noise.

isid/ms/2004/07 [fulltext]

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