An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges

DOI10.1016/j.spl.2005.01.001zbMath1079.60524OpenAlexW1998812537MaRDI QIDQ1779673

Roger Mansuy

Publication date: 1 June 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.01.001

zbMATH Keywords

Bessel processesQuadratic functionals

Mathematics Subject Classification ID

Stochastic processes (60G99) Markov processes (60J99)

Cites Work

• Some Brownian functionals and their laws
• A decomposition of Bessel Bridges
• Bessel diffusions as a one-parameter family of diffusion processes
• A Test of Goodness of Fit
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