Lai, Dejian; Davis, Barry; Hardy, Robert - In: Journal of Applied Statistics 27 (2000) 1, pp. 103-108
The purpose of this paper is to extend the widely used classical Brownian motion technique for monitoring clinical trial data to a larger class of stochastic processes, i.e. fractional Brownian motion, and compare these results. The beta-blocker heart attack trial is presented as an example to...