Group sequential tests under fractional Brownian motion in monitoring clinical trials
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Volume (Year): 19 (2010)
Issue (Month): 2 (June)
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- Christopher Jennison & Bruce W. Turnbull, 2006. "Adaptive and nonadaptive group sequential tests," Biometrika, Biometrika Trust, vol. 93(1), pages 1-21, March.
- Mielniczuk, J. & Wojdyllo, P., 2007. "Estimation of Hurst exponent revisited," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4510-4525, May.
- Bardina, Xavier & Jolis, Maria, 2006. "Multiple fractional integral with Hurst parameter less than," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 463-479, March.
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