Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions

DOI10.1081/STA-120037253zbMath1134.60327MaRDI QIDQ3155337

Michael Kunz, Arnold Janssen

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15)

Related Items (5)

Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test ⋮ Boundary non-crossings of Brownian pillow ⋮ An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend ⋮ Boundary non-crossing probabilities for fractional Brownian motion with trend ⋮ A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend

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