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Group sequential tests under fractional Brownian motion in monitoring clinical trials

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  • Dejian Lai

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  • Dejian Lai, 2010. "Group sequential tests under fractional Brownian motion in monitoring clinical trials," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(2), pages 277-286, June.
    • Handle: RePEc:spr:stmapp:v:19:y:2010:i:2:p:277-286
    DOI: 10.1007/s10260-010-0138-8
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    References listed on IDEAS

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    1. Bernardo D’Auria & Gennady Samorodnitsky, 2005. "Limit Behavior of Fluid Queues and Networks," Operations Research, INFORMS, vol. 53(6), pages 933-945, December.
    2. 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.
    3. Christopher Jennison & Bruce W. Turnbull, 2006. "Adaptive and nonadaptive group sequential tests," Biometrika, Biometrika Trust, vol. 93(1), pages 1-21, March.
    4. Mielniczuk, J. & Wojdyllo, P., 2007. "Estimation of Hurst exponent revisited," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4510-4525, May.
    5. Dejian Lai & Barry Davis & Robert Hardy, 2000. "Fractional Brownian motion and clinical trials," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(1), pages 103-108.
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