Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process-Reference-Cited by-同舟云学术

Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process

Published:2011-01 Issue:1 Volume:81 Page:140-145
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Bharath Karthik,Dey Dipak K.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. Random Walks in Biology;Berg,1993

2. Bayesian and conditional frequentist testing of a parametric model versus nonparametric alternatives;Berger;Journal of American Statistical Association,2001

3. DasGupta, A., Distinguishing a Brownian bridge from a Brownian motion with drift. Tech Report 96-8. Department of Statistics, Purdue University. 1996.

4. Asymptotic behaviour of Bayes’ estimate;Fabius;Annals of Mathematical Statistics,1964

5. Prior distributions of spaces of probability measures;Ferguson;Annals of Statistics,1974

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian nonparametric test for independence between random vectors;Computational Statistics & Data Analysis;2020-09

2. Bayesian nonparametric k-sample tests for censored and uncensored data;Computational Statistics & Data Analysis;2014-03

3. Sample path deviations of the Wiener and the Ornstein–Uhlenbeck process from its bridges;Brazilian Journal of Probability and Statistics;2013-11-01

4. A Bayesian Goodness of Fit Test and Semiparametric Generalization of Logistic Regression with Measurement Data;Biometrics;2013-03-14