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Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test

Author

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  • Wolfgang Bischoff
  • Enkelejd Hashorva
  • Jürg Hüsler
  • Frank Miller

Abstract

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Suggested Citation

  • Wolfgang Bischoff & Enkelejd Hashorva & Jürg Hüsler & Frank Miller, 2003. "Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 849-864, December.
    • Handle: RePEc:spr:aistmt:v:55:y:2003:i:4:p:849-864
    DOI: 10.1007/BF02523397
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    Citations

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    Cited by:

    1. Deng, Pingjin, 2017. "Boundary non-crossing probabilities for Slepian process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 28-35.
    2. Bischoff, Wolfgang & Hashorva, Enkelejd, 2005. "A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend," Statistics & Probability Letters, Elsevier, vol. 74(3), pages 265-271, October.
    3. Liqun Wang & Klaus Pötzelberger, 2007. "Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries," Methodology and Computing in Applied Probability, Springer, vol. 9(1), pages 21-40, March.
    4. Enkelejd Hashorva & Yuliya Mishura & Georgiy Shevchenko, 2021. "Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics," Journal of Theoretical Probability, Springer, vol. 34(2), pages 728-754, June.
    5. Pingjin Deng, 2016. "Asymptotic of Non-Crossings probability of Additive Wiener Fields," Papers 1610.07131, arXiv.org.
    6. Pingjin Deng, 2016. "The boundary non-Crossing probabilities for Slepian process," Papers 1608.01133, arXiv.org.
    7. Renata Eirini Tsirpitzi & Frank Miller & Carl-Fredrik Burman, 2023. "Robust optimal designs using a model misspecification term," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 781-804, October.
    8. Dimitrova, Dimitrina S. & Ignatov, Zvetan G. & Kaishev, Vladimir K. & Tan, Senren, 2020. "On double-boundary non-crossing probability for a class of compound processes with applications," European Journal of Operational Research, Elsevier, vol. 282(2), pages 602-613.
    9. Bischoff, Wolfgang & Somayasa, Wayan, 2009. "The limit of the partial sums process of spatial least squares residuals," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2167-2177, November.

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