Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test

Annals of the Institute of Statistical Mathematics

Volumn 55, Issue 4, 2003, Pages 849-864

  Bischoff, Wolfgang ^a   Hashorva, Enkelejd ^b   Hüsler, Jürg ^b   Miller, Frank ^a  

^a UNIVERSITY OF KARLSRUHE   (Germany)

^b UNIVERSITY OF BERN   (Switzerland)

Author keywords

Boundary crossing probability; Brownian bridge with trend; Exact asymptotics; Extreme values; Kolmogorov test; Large deviations

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; FUNCTIONS; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; SET THEORY;

BOUNDARY CROSSING PROBABILITY; BROWNIAN BRIDGE WITH TREND; EXACT ASYMPTOTICS; EXTREME VALUES; KOLMOGROV TEST; LARGE DEVIATIONS;

STATISTICAL METHODS;

EID: 11144356672     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02523397     Document Type: Article

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