Work

Application of Continuous Time Stochastic Processes in Sequential Clinical Research Design and Econometrics

Year: 2014

Type: dissertation

Abstract: The principal subject of this thesis is hypothesis testing and related problems of \n estimation for stochastic processes. The thesis is concerned in particular with \n two areas: sequential hypothesis testing in a Bayesian setting and estimation \n of the parameters governing a continuous-time stochastic differential equation \n that drives data sampled at high-frequency. The former area is concerned with \n hypothesis testing for a newly developed healthcare technology and makes use \n of optimal stopping theory. The latter area sees the application of limit theorems for stochastic processes that allow to recover the true volatility process \n that can be estimated using the methods of moments estimator.

Source: White Rose eTheses Online (University of Leeds, The University of Sheffield, University of York)

Author: Daniele Bregantini

Language: English

Topic: Statistical Methods in Clinical Trials

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Economic and Social Research Council

OpenAlex ID: W1556584780

Cites: 89

Cited by: 1

Related to: 10