Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test

DOI10.1007/BF02523397zbMath1049.62048OpenAlexW1984545902MaRDI QIDQ1880999

Wolfgang Bischoff, Enkelejd Hashorva, Frank Miller, Juerg Hüsler

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02523397

zbMATH Keywords

extreme valuesboundary crossing probabilityKolmogorov testexact asymptoticsBrownian bridge with trend

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Large deviations (60F10) Boundary theory for Markov processes (60J50)

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