Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10959-020-01002-3.pdf
Reference29 articles.
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3. Bischoff, W., Hashorva, E.: A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. Stat. Probab. Lett. 74(3), 265–271 (2005)
4. Bischoff, W., Hashorva, E., Hüsler, J.: An asymptotic result for non crossing probabilities of Brownian motion with trend. Commun. Stat. Theory Methods 36(13–16), 2821–2828 (2007)
5. Bischoff, W., Hashorva, E., Hüsler, J., Miller, F.: Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Ann. Inst. Stat. Math. 55(4), 849–864 (2003)
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