Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
From MaRDI portal
Publication:5631845
DOI10.2307/3212169zbMath0225.60037OpenAlexW1976880943MaRDI QIDQ5631845
Publication date: 1971
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212169
Related Items
Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions, The tangent approximation to one-sided Brownian exit densities, FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS, Alternative boundaries for CUSUM tests, On the inverse first-passage-time problem for a Wiener process, Generalised K-S confidence regions: some exact results, On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity, Crossing probabilities for diffusion processes with piecewise continuous boundaries, Delayed-exponential approximation of a linear homogeneous diffusion model of neuron, EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE, Diffusion approximation and first passage time problem for a model neuron. II. Outline of a computation method, Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications, Sequential testing with uniformly distributed size, One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem, A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach, On the empirical estimator of the boundary in inverse first-exit problems, Computations of boundary crossing probabilities for the wiener process, ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST, Sensitivity of boundary crossing probabilities of the Brownian motion, Uniqueness of first passage time distributions via Fredholm integral equations, A cusum test in the linear regression model with serially correlated disturbances, Remarks on “boundary crossing result for brownian motion”, Some asymptotic properties of a progressively censored nonparametric test for multiple regression, Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods, The regularizing properties of the composite trapezoidal method for weakly singular Volterra integral equations of the first kind, Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics, Exit probability levels of diffusion processes, The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model, On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes, Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities, Limit distributions and comparative asymptotic efficiency of the Smirnov- Kolmogorov statistics with a random index, A survey of recent advances in the numerical treatment of Volterra integral and integro-differential equations, An inverse first-passage problem for one-dimensional diffusions with random starting point, A weighted Kuiper statistic for goodness of fit, First hitting time distributions for Brownian motion and regions with piecewise linear boundaries, Fast calculation of boundary crossing probabilities for Poisson processes, A general nonstationary diffusion model for two-choice decision-making, The expected time to cross a threshold and its determinants: a simple and flexible framework, First passage time for Brownian motion and piecewise linear boundaries, Recursive estimation in econometrics, Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations, Power maps in goodness-of-fit testing, Product Integration for the Generalized Abel Equation, On the first hitting time of a one-dimensional diffusion and a compound Poisson process, Refined distributions for a multi-risk stochastic process, Table for the asymptotic distribution of univariate mode estimators, On first–crossing times of one–dimensional diffusions over two time–dependent boundaries, On double-boundary non-crossing probability for a class of compound processes with applications, A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models, Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes, On the moments of the firing interval of the diffusion approximated model neuron, The nonlinear Volterra equation of Abel's kind and its numerical treatment, Fractional Multistep Methods for Weakly Singular Volterra Integral Equations of the First Kind with Perturbed Data, A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS, On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process, A product integration method for a class of singular first kind Volterra equations, Randomization in the first hitting time problem, MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS, The asymptotic distribution of weighted empirical distribution functions, Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary, Stochastic dynamic models of response time and accuracy: A foundation primer, New Goodness-of-Fit Test Statistics for Discrete and Grouped Continuous Data, Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions, On a weakly singular Volterra integral equation, Asymptotic densities of stopping times associated with tests of power one, An asymptotic expansion for one-sided Brownian exit densities, The moving-eigenvalue method: hitting time for Itô processes and moving boundaries, Combinatorial devices for sequential analysis, Some conditional crossing results of Brownian motion over a piecewise-linear boundary
