Karhunen-Loève expansions for the detrended Brownian motion
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Cites work
- scientific article; zbMATH DE number 2078174 (Why is no real title available?)
- scientific article; zbMATH DE number 3799101 (Why is no real title available?)
- scientific article; zbMATH DE number 819734 (Why is no real title available?)
- scientific article; zbMATH DE number 957960 (Why is no real title available?)
- A Generalization of Smirnov’s Formula for the Distribution Functions of Quadratic Forms
- A Karhunen-Loève expansion for a mean-centered Brownian bridge
- Comparison results for the lower tail of Gaussian seminorms
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Generalizations of the KPSS‐test for stationarity
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
- Limit theorems for the square integral of Brownian motion and its increments
- Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- TESTS OF COMMON STOCHASTIC TRENDS
- Tests against stationary and explosive alternatives in vector autoregressive models
Cited in
(19)- A generalization of the Karhunen-Loève expansion of the Brownian bridge
- Precise small deviations in L₂ of some Gaussian processes appearing in the regression context
- Karhunen-Loeve expansion for the additive two-sided Brownian motion
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
- scientific article; zbMATH DE number 4064206 (Why is no real title available?)
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
- Powerful unit root tests free of nuisance parameters
- Karhunen-Loève expansions of mean-centered Wiener processes
- A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
- Karhunen-Loève expansion for additive Brownian motions
- Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- Some properties of Kagi and Renko moments for Brownian motion
- Spectral equivalence of Gaussian random functions: operator approach
- Karhunen-Loeve expansion for the additive detrended Brownian motion
- On the spectra of boundary value problems generated by some one-dimensional embedding theorems
- Spectral asymptotics for problems with integral constraints
- Karhunen-Loève expansion for the second order detrended Brownian motion
- Karhunen-Loève expansion for a generalization of Wiener bridge
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