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Title: Application of continuous time stochastic processes in sequential clinical research design and econometrics
Author: Bregantini, Daniele
ISNI:       0000 0004 5357 9116
Awarding Body: University of York
Current Institution: University of York
Date of Award: 2014
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The principal subject of this thesis is hypothesis testing and related problems of estimation for stochastic processes. The thesis is concerned in particular with two areas: sequential hypothesis testing in a Bayesian setting and estimation of the parameters governing a continuous-time stochastic differential equation that drives data sampled at high-frequency. The former area is concerned with hypothesis testing for a newly developed healthcare technology and makes use of optimal stopping theory. The latter area sees the application of limit theorems for stochastic processes that allow to recover the true volatility process that can be estimated using the methods of moments estimator.
Supervisor: thijssen, Jacco Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available