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Sur l'extension d'une identité en loi entre le pont brownien et la variance du mouvement brownien = On the identity in law extension between the brownian bridge and the brownian motion varianceCHING-SUNG CHOU.Stochastic processes and their applications. 1994, Vol 49, Num 2, pp 217-225, issn 0304-4149Article

Tests for changes in models with a polynomial trendKUAN, C.-M.Journal of econometrics. 1998, Vol 84, Num 1, pp 75-91, issn 0304-4076Article

Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processesPITERBARG, V; TARAN, V.Computers & mathematics with applications (1987). 1991, Vol 22, Num 7, pp 85-91, issn 0898-1221Article

A remark about the norm of a Brownian bridgeYOR, M; ZAMBOTTI, L.Statistics & probability letters. 2004, Vol 68, Num 3, pp 297-304, issn 0167-7152, 8 p.Article

Reflected Brownian Bridge area conditioned on its local time at the originCHASSAING, Philippe; LOUCHARD, Guy.Journal of algorithms (Print). 2002, Vol 44, Num 1, pp 29-51, issn 0196-6774, 23 p.Article

Le specre de certaines mosaïques poissoniennes du plan et l'enveloppe convexe du pont brownien = The spectrum of some planar Poisson mosaic processes and the convex hull of Brownian bridgeGOLDMAN, A.Probability theory and related fields. 1996, Vol 105, Num 1, pp 57-83, issn 0178-8051Article

The joint distribution of the running maximum and its location of D-valued Markov processesFERGER, D.Journal of applied probability. 1995, Vol 32, Num 3, pp 842-845, issn 0021-9002Article

A functional limit theorem for trimmed sumsKASAHARA, Y.Stochastic processes and their applications. 1993, Vol 47, Num 2, pp 315-322, issn 0304-4149Article

A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and YorHOBSON, David.Statistics & probability letters. 2007, Vol 77, Num 2, pp 148-150, issn 0167-7152, 3 p.Article

On the first crossing times of a Brownian motion and a family of continuous curvesALILI, Larbi; PATIE, Pierre.Comptes rendus. Mathématique. 2005, Vol 340, Num 3, pp 225-228, issn 1631-073X, 4 p.Article

Stochastic analysis of Shell SortSMYTHE, R. T; WELLNER, J.Algorithmica. 2001, Vol 31, Num 3, pp 442-457, issn 0178-4617Article

Kac's representation from an asymptotic viewpointHORVATH, L.Journal of statistical planning and inference. 1995, Vol 46, Num 1, pp 27-45, issn 0378-3758Article

Grouping corrections for circular goodness-of-fit testsBROWN, B. M.Journal of the Royal Statistical Society. Series B. Methodological. 1994, Vol 56, Num 1, pp 275-283, issn 0035-9246Article

The likely antecedents of improbable events: optimal search strategiesFINK, A. M; BASS, L.Journal of the Australian Mathematical Society. Series B. Applied mathematics. 1993, Vol 34, pp 257-273, issn 0334-2700, 3Article

On a weighted embedding for pontogramsSTEINEBACH, J; HANQIN ZHANG.Stochastic processes and their applications. 1993, Vol 47, Num 2, pp 183-195, issn 0304-4149Article

The first-passage density of the Brownian motion process to a curved boundaryDURBIN, J; WILLIAMS, D.Journal of applied probability. 1992, Vol 29, Num 2, pp 291-304, issn 0021-9002Article

Some exact optimal designs for linear covariance functions in one dimensionABT, M.Communications in statistics. Theory and methods. 1992, Vol 21, Num 7, pp 2059-2069, issn 0361-0926Article

On the best approximation for bootstrapped empirical processesHORVATH, L; STEINEBACH, J.Statistics & probability letters. 1999, Vol 41, Num 2, pp 117-122, issn 0167-7152Article

Testing for changes in multinomial observations : the Lindisfarne Scribes problemHORVATH, L; SERBINOWSKA, M.Scandinavian journal of statistics. 1995, Vol 22, Num 3, pp 371-384, issn 0303-6898Article

Symmetric stable processes, Fubini's theorem, and some extensions of the Ciesielski-Taylor identities in lawDONATI-MARTIN, C; SONG, S; YOR, M et al.Stochastics and stochastics reports (Print). 1994, Vol 50, Num 1-2, pp 1-33, issn 1045-1129Article

Weak convergence of smoothed empirical processesVAN DER VAART, A.Scandinavian journal of statistics. 1994, Vol 21, Num 4, pp 501-504, issn 0303-6898Article

Concentration of the Brownian bridge on cartan-hadamard manifolds with pinched negative sectional curvatureARNAUDON, Marc; SIMON, Thomas.Annales de l'Institut Fourier. 2005, Vol 55, Num 3, issn 0373-0956, VII, X, 891-930 [42 p.]Article

Asymptotic distributions of weighted compound Poisson bridgesSZYSKOWICZ, B.Mathematical proceedings of the Cambridge Philosophical Society. 1992, Vol 112, Num 3, pp 613-629, issn 0305-0041Article

A note about the Gaussian property of the brownian bridgeGUTIERREZ, R; VALDERRAMA, M. J.Applied stochastic models and data analysis. 1992, Vol 8, Num 1, pp 1-5, issn 8755-0024Article