{"id":"https://openalex.org/W1556584780","doi":null,"title":"APPLICATION OF CONTINUOUS TIME STOCHASTIC PROCESSES IN SEQUENTIAL CLINICAL RESEARCH DESIGN AND ECONOMETRICS","display_name":"APPLICATION OF CONTINUOUS TIME STOCHASTIC PROCESSES IN SEQUENTIAL CLINICAL RESEARCH DESIGN AND ECONOMETRICS","publication_year":2014,"publication_date":"2014-09-01","ids":{"openalex":"https://openalex.org/W1556584780","mag":"1556584780"},"language":"en","primary_location":{"id":"pmh:oai:etheses.whiterose.ac.uk:8919","doi":null,"is_oa":true,"landing_page_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","pdf_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","source":{"id":"https://openalex.org/S4306401585","display_name":"White Rose eTheses Online (University of Leeds, The University of Sheffield, University of York)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2800616092","host_organization_name":"White Rose University Consortium","host_organization_lineage":["https://openalex.org/I2800616092"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Thesis"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066696346","display_name":"Daniele Bregantini","orcid":"https://orcid.org/0000-0001-6802-1551","observed_orcids":["https://orcid.org/0000-0001-6802-1551"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Daniele Bregantini","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-6802-1551","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5066696346"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11235","display_name":"Statistical Methods in Clinical Trials","score":0.7705000042915344,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11235","display_name":"Statistical Methods in Clinical Trials","score":0.7705000042915344,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.09359999746084213,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.07599999755620956,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/continuous-time-stochastic-processes","display_name":"continuous-time stochastic processes","score":0.8619999885559082},{"id":"https://openalex.org/keywords/sequential-hypothesis-testing","display_name":"sequential hypothesis testing","score":0.9549999833106995},{"id":"https://openalex.org/keywords/bayesian-hypothesis-testing","display_name":"Bayesian hypothesis testing","score":0.8999999761581421},{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.8960000276565552},{"id":"https://openalex.org/keywords/high-frequency-data","display_name":"high-frequency data","score":0.8640000224113464},{"id":"https://openalex.org/keywords/parameter-estimation","display_name":"parameter estimation","score":0.8199999928474426},{"id":"https://openalex.org/keywords/optimal-stopping","display_name":"optimal stopping","score":0.902999997138977},{"id":"https://openalex.org/keywords/limit-theorems","display_name":"limit theorems","score":0.8569999933242798},{"id":"https://openalex.org/keywords/volatility-estimation","display_name":"volatility estimation","score":0.9150000214576721},{"id":"https://openalex.org/keywords/method-of-moments-estimator","display_name":"method of moments estimator","score":0.7620000243186951}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6100038886070251},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.5339395403862},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.5307875871658325},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5207374095916748},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5162068009376526},{"id":"https://openalex.org/C80478641","wikidata":"https://www.wikidata.org/wiki/Q195771","display_name":"Sequential analysis","level":2,"score":0.5138164162635803},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.49250420928001404},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.4609646499156952},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.4597610831260681},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44055435061454773},{"id":"https://openalex.org/C144559511","wikidata":"https://www.wikidata.org/wiki/Q2986279","display_name":"Principal (computer security)","level":2,"score":0.41558682918548584},{"id":"https://openalex.org/C68022304","wikidata":"https://www.wikidata.org/wiki/Q842217","display_name":"Bayes estimator","level":3,"score":0.4136538505554199},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.40352049469947815},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3884623646736145},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.3629434108734131},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.34896421432495117},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22463825345039368},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:etheses.whiterose.ac.uk:8919","doi":null,"is_oa":true,"landing_page_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","pdf_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","source":{"id":"https://openalex.org/S4306401585","display_name":"White Rose eTheses Online (University of Leeds, The University of Sheffield, University of York)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2800616092","host_organization_name":"White Rose University Consortium","host_organization_lineage":["https://openalex.org/I2800616092"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Thesis"},{"id":"pmh:oai:uilis.unsyiah.ac.id:49165","doi":null,"is_oa":true,"landing_page_url":"http://uilis.unsyiah.ac.id/opentheses/items/show/49165","pdf_url":"http://uilis.unsyiah.ac.id/opentheses/items/show/49165","source":{"id":"https://openalex.org/S4377196378","display_name":"UPT. Syiah Kuala University Library (Syiah Kuala University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I187494767","host_organization_name":"Universitas Syiah Kuala","host_organization_lineage":["https://openalex.org/I187494767"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Thesis"},{"id":"mag:1556584780","doi":null,"is_oa":false,"landing_page_url":"https://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:etheses.whiterose.ac.uk:8919","doi":null,"is_oa":true,"landing_page_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","pdf_url":"http://etheses.whiterose.ac.uk/8919/1/D_BREGANTINI_WHITE_ROSE.pdf","source":{"id":"https://openalex.org/S4306401585","display_name":"White Rose eTheses Online (University of Leeds, The University of Sheffield, University of York)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2800616092","host_organization_name":"White Rose University Consortium","host_organization_lineage":["https://openalex.org/I2800616092"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Thesis"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320334630","display_name":"Economic and Social Research Council","ror":"https://ror.org/03n0ht308"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1556584780.pdf","grobid_xml":"https://content.openalex.org/works/W1556584780.grobid-xml"},"referenced_works_count":89,"referenced_works":["https://openalex.org/W131959529","https://openalex.org/W140323130","https://openalex.org/W604762380","https://openalex.org/W612781266","https://openalex.org/W632878374","https://openalex.org/W1486989694","https://openalex.org/W1539851785","https://openalex.org/W1545036781","https://openalex.org/W1602844557","https://openalex.org/W1896805399","https://openalex.org/W1951955780","https://openalex.org/W1956707416","https://openalex.org/W1969474597","https://openalex.org/W1971051509","https://openalex.org/W1976020937","https://openalex.org/W1977038444","https://openalex.org/W1984421215","https://openalex.org/W1984697146","https://openalex.org/W1995503011","https://openalex.org/W2003262334","https://openalex.org/W2004432833","https://openalex.org/W2005158847","https://openalex.org/W2006546370","https://openalex.org/W2011900467","https://openalex.org/W2012037220","https://openalex.org/W2013383304","https://openalex.org/W2018090882","https://openalex.org/W2028995298","https://openalex.org/W2030780868","https://openalex.org/W2031817855","https://openalex.org/W2031855349","https://openalex.org/W2036149396","https://openalex.org/W2036242127","https://openalex.org/W2037026329","https://openalex.org/W2038369588","https://openalex.org/W2040646026","https://openalex.org/W2043415344","https://openalex.org/W2044503966","https://openalex.org/W2046448937","https://openalex.org/W2051235503","https://openalex.org/W2059707463","https://openalex.org/W2064978316","https://openalex.org/W2066881083","https://openalex.org/W2069629877","https://openalex.org/W2073673004","https://openalex.org/W2076189738","https://openalex.org/W2077791698","https://openalex.org/W2082398388","https://openalex.org/W2085967219","https://openalex.org/W2086394588","https://openalex.org/W2087137161","https://openalex.org/W2087774355","https://openalex.org/W2090824711","https://openalex.org/W2091263072","https://openalex.org/W2094615848","https://openalex.org/W2105443096","https://openalex.org/W2110417213","https://openalex.org/W2113380547","https://openalex.org/W2114722302","https://openalex.org/W2114847643","https://openalex.org/W2117306570","https://openalex.org/W2121271793","https://openalex.org/W2121732987","https://openalex.org/W2133206482","https://openalex.org/W2133334225","https://openalex.org/W2134803392","https://openalex.org/W2134807435","https://openalex.org/W2135395072","https://openalex.org/W2136414026","https://openalex.org/W2138878140","https://openalex.org/W2140110962","https://openalex.org/W2140585983","https://openalex.org/W2146399390","https://openalex.org/W2165514316","https://openalex.org/W2170316986","https://openalex.org/W2257514173","https://openalex.org/W2259357811","https://openalex.org/W2277353457","https://openalex.org/W2329126122","https://openalex.org/W2329986772","https://openalex.org/W2330412569","https://openalex.org/W2398599047","https://openalex.org/W2795495912","https://openalex.org/W2797120013","https://openalex.org/W3121290475","https://openalex.org/W3121364726","https://openalex.org/W3124585920","https://openalex.org/W3125412410","https://openalex.org/W3146166473"],"related_works":["https://openalex.org/W2055635661","https://openalex.org/W2046926041","https://openalex.org/W7128776913","https://openalex.org/W2751091482","https://openalex.org/W2084885850","https://openalex.org/W7026883816","https://openalex.org/W3201076692","https://openalex.org/W2794492211","https://openalex.org/W2486259409","https://openalex.org/W2059074024"],"abstract_inverted_index":{"The":[0,18,54,77],"principal":[1],"subject":[2],"of":[3,12,38,73,83,105],"this":[4],"thesis":[5,19],"is":[6,20,57],"hypothesis":[7,29,61],"testing":[8,30,62],"and":[9,35,69],"related":[10],"problems":[11],"\\n":[13,25,37,47,60,72,97],"estimation":[14,36],"for":[15,63,86],"stochastic":[16,44,87],"processes.":[17],"concerned":[21,58],"in":[22,31],"particular":[23],"with":[24,59],"two":[26],"areas:":[27],"sequential":[28],"a":[32,42,64],"Bayesian":[33],"setting":[34],"the":[39,81,93,103],"parameters":[40],"governing":[41],"continuous-time":[43],"differential":[45],"equation":[46],"that":[48,89,98],"drives":[49],"data":[50],"sampled":[51],"at":[52],"high-frequency.":[53],"former":[55],"area":[56,79],"newly":[65],"developed":[66],"healthcare":[67],"technology":[68],"makes":[70],"use":[71],"optimal":[74],"stopping":[75],"theory.":[76],"latter":[78],"sees":[80],"application":[82],"limit":[84],"theorems":[85],"processes":[88],"allow":[90],"to":[91],"recover":[92],"true":[94],"volatility":[95],"process":[96],"can":[99],"be":[100],"estimated":[101],"using":[102],"methods":[104],"moments":[106],"estimator.":[107]},"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
