论文信息 - Statistical Tests of Power One and the Integral Representation of Solutions of Certain Partial Differential Equations

Statistical Tests of Power One and the Integral Representation of Solutions of Certain Partial Differential Equations

Replacing a sequence of observations by a Wiener process with drift, we discuss the corresponding results for the theory of tests of power one, in particular with respect to the representation theorem for martingale functions and Widder’s theorem for the heat equation.

D. Siegmund | H. Robbins | H. Robbins | D. Siegmund

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