The continuous and discrete Brownian bridges: Representations and applications

DOI10.1016/S0024-3795(97)00015-3zbMath0887.62045MaRDI QIDQ1369289

T. W. Anderson, Michael A. Stephens

Publication date: 1997

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processBrownian bridgetime-series analysisgoodness-of-fit testinglocally invariant tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Brownian motion (60J65)

Related Items (5)

Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges ⋮ Some orthogonal expansions for the logistic distribution ⋮ A family of matrices, the discretized Brownian bridge, and distance-based regression ⋮ Generative adversarial networks applied to synthetic financial scenarios generation ⋮ Testing for a \(\delta \)-neighborhood of a generalized Pareto copula

Cites Work

• Goodness of fit tests for spectral distributions
• Invariant tests for uniformity on the vertices of regular polygon
• Asymptotic results for goodness-of-fit statistics with unknown parameters
• A continuous metric scaling solution for a random variable
• An omnibus test for the time series model AR(1).
• Cramér‐von Mises statistics for discrete distributions
• Multisample Tests for the von Mises Distribution
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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