Boundary non-crossing probabilities for Slepian process
Author:
Funder
NSFC
SNSF
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference26 articles.
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2. Boundary crossing probabilities for (q,d)-Slepian-processes;Bischoff;Statist. Probab. Lett.,2016
3. An asymptotic result for non crossing probabilities of Brownian motion with trend;Bischoff;Comm. Statist. Theory Methods,2007
4. Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test;Bischoff;Ann. Inst. Statist. Math.,2003
5. On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models;Bischoff;Statist. Probab. Lett.,2004
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3. SHYSTER: The Program;SSRN Electronic Journal;1995
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