Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999)
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English | Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test |
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Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (English)
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27 September 2004
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Brownian bridge with trend
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boundary crossing probability
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exact asymptotics
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extreme values
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Kolmogorov test
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