A Karhunen-Loeve expansion for a mean-centered Brownian bridge
暂无分享,去创建一个
[1] P. Deheuvels. Karhunen-Loève expansions of mean-centered Wiener processes , 2006, math/0612693.
[2] M. Yor,et al. On quadratic functionals of the Brownian sheet and related processes , 2006 .
[3] J. Wellner,et al. High Dimensional Probability III , 2003 .
[4] P. Deheuvels,et al. Karhunen-Loève Expansions for Weighted Wiener Processes and Brownian Bridges via Bessel Functions , 2003 .
[5] W. F. Scott. A weighted cramér-von mises statistic, with some applications to clinical trials , 1999 .
[6] M. Yor,et al. Some Brownian functionals and their laws , 1997 .
[7] M. Yor. Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems , 1997 .
[9] Marc Yor,et al. Some aspects of Brownian motion: part i: some special functionals , 1992 .
[10] Wenbo V. Li. Limit theorems for the square integral of Brownian motion and its increments , 1992 .
[11] M. Talagrand,et al. Probability in Banach spaces , 1991 .
[12] M. Yor,et al. Fubini's theorem for double Wiener integrals and the variance of the brownian path , 1991 .
[13] R. Adler. An introduction to continuity, extrema, and related topics for general Gaussian processes , 1990 .
[14] J. Wellner,et al. Empirical Processes with Applications to Statistics , 2009 .
[15] R. Ash,et al. Topics in stochastic processes , 1975 .
[16] J. Durbin. Distribution theory for tests based on the sample distribution function , 1973 .
[17] P. Billingsley,et al. Convergence of Probability Measures , 1970, The Mathematical Gazette.
[18] H. L. Le Roy,et al. Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability; Vol. IV , 1969 .
[19] H. Riedwyl. Goodness of Fit , 1967 .
[20] D. Darling. The Kolmogorov-Smirnov, Cramer-von Mises Tests , 1957 .
[21] T. W. Anderson,et al. Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes , 1952 .
[22] M. Kac. On Some Connections between Probability Theory and Differential and Integral Equations , 1951 .
[23] N. Smirnov. Table for Estimating the Goodness of Fit of Empirical Distributions , 1948 .
[24] M. Kac,et al. An Explicit Representation of a Stationary Gaussian Process , 1947 .
[25] F. B.. Introduction to Bessel Functions , 1939, Nature.
[26] G. Watson. Bessel Functions. (Scientific Books: A Treatise on the Theory of Bessel Functions) , 1923 .