Computing the covariance of two Brownian area integrals

DOI10.1111/1467-9574.03300zbMath1090.65512OpenAlexW2168998322MaRDI QIDQ4469546

Jon A. Wellner, Robert T. Smythe

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.03300

Mathematics Subject Classification ID

Related Items (2)

Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Goodness-of-fit tests for the family of multivariate chi-square copulas

Cites Work

• On the distribution of Brownian areas
• Unnamed Item

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