A Karhunen-Loève expansion for a mean-centered Brownian bridge (Q2643027)
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scientific article; zbMATH DE number 5182142
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| English | A Karhunen-Loève expansion for a mean-centered Brownian bridge |
scientific article; zbMATH DE number 5182142 |
Statements
A Karhunen-Loève expansion for a mean-centered Brownian bridge (English)
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23 August 2007
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Gaussian processes
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Karhunen-Loève expansions
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Wiener process
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Brownian bridge
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Cramér-von Mises tests of fit
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tests of goodness of fit
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