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Results 1 to 25 of 182

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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

Sur une identité en loi entre deux fonctionnelles quadratiques du pont brownien = On an identity in law involving two quadratic functionals of the Brownian bridgePYCKE, Jean-Renaud.Comptes rendus. Mathématique. 2005, Vol 340, Num 5, pp 373-376, issn 1631-073X, 4 p.Article

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

A concrete estimate for the weak Poincaré inequality on loop spaceXIN CHEN; LI, Xue-Mei; BO WU et al.Probability theory and related fields. 2011, Vol 151, Num 3-4, pp 559-590, issn 0178-8051, 32 p.Article

Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large argumentsTOLMATZ, Leonid.Journal of mathematical analysis and applications. 2005, Vol 304, Num 2, pp 668-682, issn 0022-247X, 15 p.Article

Hungarian construction from the nonasymptotic viewpointBRETAGNOLLE, J; MASSART, P.Annals of probability. 1989, Vol 17, Num 1, pp 239-256, issn 0091-1798, 18 p.Article

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

DISTRIBUTIONS OF THE LONGEST EXCURSIONS IN A TIED DOWN SIMPLE RANDOM WALK AND IN A BROWNIAN BRIDGELINDELL, Andreas; HOLST, Lars.Journal of applied probability. 2007, Vol 44, Num 4, pp 1056-1067, issn 0021-9002, 12 p.Article

A lower bound for boundary crossing probabilities of brownian bridge/motion with trendBISCHOFF, Wolfgang; HASHORVA, Enkelejd.Statistics & probability letters. 2005, Vol 74, Num 3, pp 265-271, issn 0167-7152, 7 p.Article

An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with TrendBISCHOFF, Wolfgang; HASHORVA, Enkelejd; HÜSLER, Jürg et al.Communications in statistics. Theory and methods. 2007, Vol 36, Num 13-16, pp 2821-2828, issn 0361-0926, 8 p.Article

Testing for stochastic dominance using the weighted McFadden-type statisticHORVATH, Lajos; KOKOSZKA, Piotr; ZITIKIS, Ricardas et al.Journal of econometrics. 2006, Vol 133, Num 1, pp 191-205, issn 0304-4076, 15 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

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