scientific article; zbMATH DE number 1959624

MaRDI QIDQ4416879zbMATH OpenFDO

Authors A. Lachal

Publication date 5 August 2003

zbMATH Keywords

Brownian bridgeempirical distributiongoodness-of-fit testingGreen functionWiener integralWiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonparametric hypothesis testing (62G10)

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Cited in

(6)

• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Spectral equivalence of Gaussian random functions: operator approach
• Operator scaled Wiener bridges
• Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted L₂-norms
• A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
• Weierstrass bridges

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