On the distribution of the maximum of brownian bridges with application to regression with correlated errors (Q3350581)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the distribution of the maximum of brownian bridges with application to regression with correlated errors |
scientific article; zbMATH DE number 4199393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the distribution of the maximum of brownian bridges with application to regression with correlated errors |
scientific article; zbMATH DE number 4199393 |
Statements
On the distribution of the maximum of brownian bridges with application to regression with correlated errors (English)
0 references
1990
0 references
Brownian bridge
0 references
Monte Carlo technique
0 references
polynomial regression
0 references
autoregressive errors
0 references
0 references
0.8815907
0 references
0.87161237
0 references
0.8650104
0 references
0.8644967
0 references
0.8590556
0 references
0 references
0.8554275
0 references
0.85377663
0 references
