Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
type: Item
instance of: scholarly article
title: Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
zbMATH Open document ID: 1049.62048
DOI: 10.1007/BF02523397
author: Wolfgang Bischoff
author: Enkelejd Hashorva
author: Frank Miller
author: J. Hüsler
published in: Annals of the Institute of Statistical Mathematics
publication date: 2004-09-27T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 60J50
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 2103645
zbMATH Keywords: Brownian bridge with trend
zbMATH Keywords: boundary crossing probability
zbMATH Keywords: exact asymptotics
zbMATH Keywords: extreme values
zbMATH Keywords: Kolmogorov test
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02523397
OpenAlex ID: W1984545902
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description: scientific article; zbMATH DE number 2103645