A month carlo approximation of the distributions of the maximum of various brownjan bridges

DOI10.1080/03610928808829880zbMath0696.62053OpenAlexW2010072290MaRDI QIDQ3473022

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Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829880

zbMATH Keywords

Monte CarloBrownian bridgeTablessupremum distributions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Statistical tables (62Q05)

Related Items (1)

On the distribution of the maximum of brownian bridges with application to regression with correlated errors

Cites Work

• On the residuals of autoregressive processes and polynomial regression
• Approximation Theorems of Mathematical Statistics
• Some remarks on regression with autoregressive errors and their residual processes

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