A Karhunen-Loève expansion for a mean-centered Brownian bridge

DOI10.1016/J.SPL.2007.03.011MaRDI QIDQ2643027zbMATH OpenOpenAlexFDO

Authors P. Deheuvels

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

zbMATH Keywords

Brownian bridgeCramér-von Mises tests of fitGaussian processesKarhunen-Loève expansionstests of goodness of fitWiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited in

(18)

• On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
• Karhunen-Loève expansion for the second order detrended Brownian motion
• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• Efficient Monte Carlo simulation for integral functionals of Brownian motion
• A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
• The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields
• Constrained Brownian processes and constrained Brownian bridges
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• Karhunen-Loève expansions for the detrended Brownian motion
• Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
• Karhunen-Loeve expansion for the additive two-sided Brownian motion
• Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes
• L₂-small ball asymptotics for Gaussian random functions: a survey
• L₂-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
• Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
• Some new multivariate tests of independence
• Spacings-ratio empirical processes
• Spectral asymptotics for problems with integral constraints

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