Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions
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Publication:3155337
DOI10.1081/STA-120037253zbMATH Open1134.60327MaRDI QIDQ3155337FDOQ3155337
Publication date: 14 January 2005
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
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Cites Work
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- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Boundary crossing probability for Brownian motion and general boundaries
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- A boundary-crossing result for Brownian motion
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
- Principal component decomposition of non-parametric tests
- On Certain Confidence Contours for Distribution Functions
- Two-sample goodness-of-fit tests when ties are present
- Local Asymptotic Power and Efficiency of Tests of Kolmogorov-Smirnov Type
- On evaluations and asymptotic approximations of first-passage-time probabilities
Cited In (18)
- Linear bundary crossing probability for standard Brownian motion
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend
- Boundary crossing probabilities and statistical applications
- Boundary non-crossings of Brownian pillow
- Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend
- A boundary-crossing result for Brownian motion
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
- Asymptotics of a boundary crossing probability of a Brownian bridge with general trend
- Boundary crossing result for the brownian motion
- Boundary crossing probability for Brownian motion
- Boundary non-crossing probabilities for fractional Brownian motion with trend
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
- Randomization of a linear boundary in the first-passage problem of Brownian motion
- Approximations of boundary crossing probabilities for a Brownian motion
- Crossing probabilities for diffusion processes with piecewise continuous boundaries
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