A Karhunen-Loève expansion for a mean-centered Brownian bridge
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Publication:2643027
DOI10.1016/j.spl.2007.03.011zbMath1274.62318OpenAlexW1991006425MaRDI QIDQ2643027
Publication date: 23 August 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.011
Wiener processGaussian processesBrownian bridgeKarhunen-Loève expansionstests of goodness of fitCramér-von Mises tests of fit
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)
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