On the distribution of the maximum of brownian bridges with application to regression with correlated errors (Q3350581)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the distribution of the maximum of brownian bridges with application to regression with correlated errors |
scientific article |
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