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

A Karhunen-Loève expansion for a mean-centered Brownian bridge (Q2643027)

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

    Statements

    title
    A Karhunen-Loève expansion for a mean-centered Brownian bridge (English)
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    author
    Paul Deheuvels
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    publication date
    23 August 2007
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    zbMATH Keywords
    Gaussian processes
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    Karhunen-Loève expansions
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    Wiener process
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    Brownian bridge
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    Cramér-von Mises tests of fit
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    tests of goodness of fit
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    cites work
    Q4001807
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    Q4078873
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    Q5560061
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    Q3326516
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    Q4473003
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    Q5684085
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    Q5808624
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    Q3395931
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    Q4856171
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    Q4693741
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    Q3126393
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    60F05
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    60F10
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    62G20
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    62G30
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    62E20
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    zbMATH DE Number
    5182142
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    OpenAlex ID
    W1991006425
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