%0 Journal Article %1 Paulsen1999 %A Paulsen, Volkert %D 1999 %J Stochastic Processes and their Applications %K Sequential probability ratio test %N 2 %P 177--191 %T A martingale approach for detecting the drift of a Wiener process %U http://www.sciencedirect.com/science/article/B6V1B-3W1YJGH-3/1/65f2f071e06952e0d8e8b3d3dde40591 %V 80

@article{Paulsen1999, added-at = {2008-04-22T14:25:45.000+0200}, author = {Paulsen, Volkert}, biburl = {https://www.bibsonomy.org/bibtex/2c3595dc7cac355d87e65a547c11028d2/smicha}, day = 01, description = {Stochastic Processes and their Applications}, interhash = {37934b20ba82fc544ece6ec410dc095e}, intrahash = {c3595dc7cac355d87e65a547c11028d2}, journal = {Stochastic Processes and their Applications}, keywords = {Sequential probability ratio test}, month = Apr, number = 2, pages = {177--191}, timestamp = {2008-04-22T14:31:45.000+0200}, title = {A martingale approach for detecting the drift of a Wiener process}, url = {http://www.sciencedirect.com/science/article/B6V1B-3W1YJGH-3/1/65f2f071e06952e0d8e8b3d3dde40591}, volume = 80, year = 1999 }