On the distribution of the maximum of brownian bridges with application to regression with correlated errors
DOI10.1080/00949659008811209zbMATH Open0726.62151OpenAlexW2077606504MaRDI QIDQ3350581FDOQ3350581
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Publication date: 1990
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659008811209
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Cites Work
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- Data. A collection of problems from many fields for the student and research worker
- A Note on the Generation of Random Normal Deviates
- On the residuals of autoregressive processes and polynomial regression
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Some remarks on regression with autoregressive errors and their residual processes
- A month carlo approximation of the distributions of the maximum of various brownjan bridges
Cited In (5)
- A permutation approach to goodness-of-fit testing in regression models
- A month carlo approximation of the distributions of the maximum of various brownjan bridges
- Nuisance-parameter-free changepoint detection in non-stationary series
- Efficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorant
- Abrupt change in mean using block bootstrap and avoiding variance estimation
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