Invariance of Wiener processes and of Brownian bridges by integral transforms and applications

DOI10.1016/0304-4149(82)90017-5zbMath0491.60037OpenAlexW2052992128MaRDI QIDQ1167475

Paul Deheuvels

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90017-5

zbMATH Keywords

Brownian bridge

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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Cites Work

• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• Nonparametric Statistical Data Modeling
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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