High excursions of Bessel process and other processes of Bessel type
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Publication:2279769
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Cites work
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- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- A survey and some generalizations of Bessel processes
- Critical values and \(p\) values of Bessel process distributions: computation and application to structural break tests
- Crossing probabilities for a square root boundary by a bessel process
- Extremes of locally stationary chi-square processes with trend
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- High extremes of Gaussian chaos processes: a discrete time approximation approach
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- Piterbarg theorems for chi-processes with trend
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