A Karhunen-Loève expansion for a mean-centered Brownian bridge

Statistics and Probability Letters

Volumn 77, Issue 12, 2007, Pages 1190-1200

  Deheuvels, Paul ^a  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Brownian bridge; Cram r von Mises tests of fit; Gaussian processes; Karhunen Lo ve expansions; Tests of goodness of fit; Wiener process

Indexed keywords

EID: 34249886042     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.03.011     Document Type: Article

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