Homogeneous tests for linear and quadractic drift functions of brownian motions.

碩士 === 國立中央大學 === 數學研究所 === 93 ===  Testing equality of mean functions is important in multivariate analysis.The application can be found in analysis of variance,analysis of covariance and regression.However,this testing problem is relatively less explored for stochastic processes datum.In this pape...

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Bibliographic Details
Main Authors: Chaio-Ling Tang, 唐巧玲
Other Authors: none
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/67862391844771939793