Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test
| Year of publication: |
2003
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|---|---|
| Authors: | Bischoff, Wolfgang ; Hashorva, Enkelejd ; Hüsler, Jürg ; Miller, Frank |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 4, p. 849-864
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| Publisher: |
Springer |
| Subject: | Brownian bridge with trend | boundary crossing probability | exact asymptotics | extreme values | large deviations | Kolmogorov test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005616150