Glover, Kristoffer Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 07544406 Stochastic Processes Appl. 150, 919-937 (2022). MSC: 60G40 62F15 PDF BibTeX XML Cite \textit{K. Glover}, Stochastic Processes Appl. 150, 919--937 (2022; Zbl 07544406) Full Text: DOI OpenURL
Fatalov, V. R. Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations. (English. Russian original) Zbl 07537774 J. Math. Sci., New York 262, No. 4, 546-573 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 219-257 (2020). MSC: 60G15 60F10 60J65 PDF BibTeX XML Cite \textit{V. R. Fatalov}, J. Math. Sci., New York 262, No. 4, 546--573 (2022; Zbl 07537774); translation from Fundam. Prikl. Mat. 23, No. 1, 219--257 (2020) Full Text: DOI OpenURL
Hughston, Lane P.; Sánchez-Betancourt, Leandro Pricing with variance gamma information. (English) Zbl 07516352 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371-392 (2022). MSC: 91G30 91G20 91G40 60G51 PDF BibTeX XML Cite \textit{L. P. Hughston} and \textit{L. Sánchez-Betancourt}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371--392 (2022; Zbl 07516352) Full Text: DOI OpenURL
Çetin, Umut; Danilova, Albina On pricing rules and optimal strategies in general Kyle-Back models. (English) Zbl 1475.91336 SIAM J. Control Optim. 59, No. 5, 3973-3998 (2021). MSC: 91G15 93E20 91G80 60J70 PDF BibTeX XML Cite \textit{U. Çetin} and \textit{A. Danilova}, SIAM J. Control Optim. 59, No. 5, 3973--3998 (2021; Zbl 1475.91336) Full Text: DOI arXiv OpenURL
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza Score-based parameter estimation for a class of continuous-time state space models. (English) Zbl 07378169 SIAM J. Sci. Comput. 43, No. 4, A2555-A2580 (2021). MSC: 65C05 65C35 60G35 60J60 60J65 60H10 60H35 91G60 PDF BibTeX XML Cite \textit{A. Beskos} et al., SIAM J. Sci. Comput. 43, No. 4, A2555--A2580 (2021; Zbl 07378169) Full Text: DOI arXiv OpenURL
Grela, Jacek; Majumdar, Satya N.; Schehr, Grégory Non-intersecting Brownian bridges in the flat-to-flat geometry. (English) Zbl 1470.60228 J. Stat. Phys. 183, No. 3, Paper No. 49, 35 p. (2021). MSC: 60J65 15B52 60B20 82B41 60K35 PDF BibTeX XML Cite \textit{J. Grela} et al., J. Stat. Phys. 183, No. 3, Paper No. 49, 35 p. (2021; Zbl 1470.60228) Full Text: DOI arXiv OpenURL
Dimitrov, Evgeni; Wu, Xuan KMT coupling for random walk bridges. (English) Zbl 1478.60222 Probab. Theory Relat. Fields 179, No. 3-4, 649-732 (2021). MSC: 60J65 60G50 PDF BibTeX XML Cite \textit{E. Dimitrov} and \textit{X. Wu}, Probab. Theory Relat. Fields 179, No. 3--4, 649--732 (2021; Zbl 1478.60222) Full Text: DOI arXiv OpenURL
Ma, Nicholas; Nualart, David; Xia, Panqiu Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise. (English) Zbl 1448.60143 Electron. Commun. Probab. 25, Paper No. 48, 10 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G22 60G60 PDF BibTeX XML Cite \textit{N. Ma} et al., Electron. Commun. Probab. 25, Paper No. 48, 10 p. (2020; Zbl 1448.60143) Full Text: DOI arXiv Euclid OpenURL
Duplantier, Bertrand; Guttmann, Anthony J. Statistical mechanics of confined polymer networks. (English) Zbl 1475.82023 J. Stat. Phys. 180, No. 1-6, 1061-1094 (2020). Reviewer: Farruh Mukhamedov (Kuantan) MSC: 82D60 82B20 82B41 82B27 82B43 60J65 60J67 60K35 PDF BibTeX XML Cite \textit{B. Duplantier} and \textit{A. J. Guttmann}, J. Stat. Phys. 180, No. 1--6, 1061--1094 (2020; Zbl 1475.82023) Full Text: DOI arXiv OpenURL
Hernández, Osvaldo Angtuncio; Uribe Bravo, Gerónimo Dini derivatives and regularity for exchangeable increment processes. (English) Zbl 1469.60105 Trans. Am. Math. Soc., Ser. B 7, 24-45 (2020). MSC: 60G09 60G17 PDF BibTeX XML Cite \textit{O. A. Hernández} and \textit{G. Uribe Bravo}, Trans. Am. Math. Soc., Ser. B 7, 24--45 (2020; Zbl 1469.60105) Full Text: DOI arXiv OpenURL
Caputo, Pietro; Ioffe, Dmitry; Wachtel, Vitali Confinement of Brownian polymers under geometric area tilts. (English) Zbl 1466.60068 Electron. J. Probab. 24, Paper No. 37, 21 p. (2019). MSC: 60F17 60K35 82B20 82B41 PDF BibTeX XML Cite \textit{P. Caputo} et al., Electron. J. Probab. 24, Paper No. 37, 21 p. (2019; Zbl 1466.60068) Full Text: DOI arXiv Euclid OpenURL
Babilua, P. K.; Nadaraya, E. A. On one homogeneity test based on quadratic deviations between kernel estimators of a distribution density in \(p\geq 2\) independent samples. (English. Russian original) Zbl 1411.62113 Theory Probab. Appl. 63, No. 4, 532-544 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 654-668 (2018). MSC: 62G10 60F17 PDF BibTeX XML Cite \textit{P. K. Babilua} and \textit{E. A. Nadaraya}, Theory Probab. Appl. 63, No. 4, 532--544 (2019; Zbl 1411.62113); translation from Teor. Veroyatn. Primen. 63, No. 4, 654--668 (2018) Full Text: DOI OpenURL
Lambert, Amaury; Schertzer, Emmanuel Recovering the Brownian coalescent point process from the Kingman coalescent by conditional sampling. (English) Zbl 1442.60089 Bernoulli 25, No. 1, 148-173 (2019). MSC: 60J90 60J80 60J65 PDF BibTeX XML Cite \textit{A. Lambert} and \textit{E. Schertzer}, Bernoulli 25, No. 1, 148--173 (2019; Zbl 1442.60089) Full Text: DOI arXiv Euclid OpenURL
Mallick, Kirone; Prolhac, Sylvain Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume. (English) Zbl 1414.82017 J. Stat. Phys. 173, No. 2, 322-361 (2018). Reviewer: Arvind Ayyer (Bangalore) MSC: 82C22 60J27 82B23 60K35 PDF BibTeX XML Cite \textit{K. Mallick} and \textit{S. Prolhac}, J. Stat. Phys. 173, No. 2, 322--361 (2018; Zbl 1414.82017) Full Text: DOI arXiv OpenURL
Li, Xue-Mei Generalised Brownian bridges: examples. (English) Zbl 1417.60031 Markov Process. Relat. Fields 24, No. 1, 151-163 (2018). MSC: 60G30 60J65 60H07 58J65 PDF BibTeX XML Cite \textit{X.-M. Li}, Markov Process. Relat. Fields 24, No. 1, 151--163 (2018; Zbl 1417.60031) Full Text: arXiv OpenURL
Griffiths, Robert C.; Jenkins, Paul A.; Spanò, Dario Wright-Fisher diffusion bridges. (English) Zbl 1405.92173 Theor. Popul. Biol. 122, 67-77 (2018). MSC: 92D10 92D15 60J70 92-04 PDF BibTeX XML Cite \textit{R. C. Griffiths} et al., Theor. Popul. Biol. 122, 67--77 (2018; Zbl 1405.92173) Full Text: DOI arXiv OpenURL
Ewald, Christian-Oliver; Yor, Marc On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales. (English) Zbl 1390.91299 Math. Finance 28, No. 2, 536-549 (2018). MSC: 91G20 60G44 60G48 60H30 PDF BibTeX XML Cite \textit{C.-O. Ewald} and \textit{M. Yor}, Math. Finance 28, No. 2, 536--549 (2018; Zbl 1390.91299) Full Text: DOI OpenURL
Muir, Ellen V.; Borovkov, Konstantin Approximating the equilibrium quantity traded and welfare in large markets. (English) Zbl 1407.91130 Stoch. Models 33, No. 3, 411-429 (2017). MSC: 91B26 60G15 91B50 91B15 PDF BibTeX XML Cite \textit{E. V. Muir} and \textit{K. Borovkov}, Stoch. Models 33, No. 3, 411--429 (2017; Zbl 1407.91130) Full Text: DOI OpenURL
Dai, Hongsheng A new rejection sampling method without using hat function. (English) Zbl 1388.60131 Bernoulli 23, No. 4A, 2434-2465 (2017). Reviewer: Joost-Pieter Katoen (Aachen) MSC: 60J22 60J70 PDF BibTeX XML Cite \textit{H. Dai}, Bernoulli 23, No. 4A, 2434--2465 (2017; Zbl 1388.60131) Full Text: DOI Euclid OpenURL
Berardi, Marco; Andrisani, Andrea; Lopez, Luciano; Vurro, Michele A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards’ equation. (English) Zbl 1375.93134 Comput. Phys. Commun. 208, 43-53 (2016). MSC: 93E14 60J65 35K10 86A05 PDF BibTeX XML Cite \textit{M. Berardi} et al., Comput. Phys. Commun. 208, 43--53 (2016; Zbl 1375.93134) Full Text: DOI OpenURL
Privault, Nicolas; Yang, Xiangfeng; Zambrini, Jean-Claude Large deviations for Bernstein bridges. (English) Zbl 1335.60029 Stochastic Processes Appl. 126, No. 5, 1285-1305 (2016). MSC: 60F10 60J65 35Q40 PDF BibTeX XML Cite \textit{N. Privault} et al., Stochastic Processes Appl. 126, No. 5, 1285--1305 (2016; Zbl 1335.60029) Full Text: DOI OpenURL
Khmaladze, Estate Unitary transformations, empirical processes and distribution free testing. (English) Zbl 1345.60094 Bernoulli 22, No. 1, 563-588 (2016). MSC: 60J65 62G10 PDF BibTeX XML Cite \textit{E. Khmaladze}, Bernoulli 22, No. 1, 563--588 (2016; Zbl 1345.60094) Full Text: DOI arXiv Euclid OpenURL
Çetin, Umut; Danilova, Albina Markov bridges: SDE representation. (English) Zbl 1337.60178 Stochastic Processes Appl. 126, No. 3, 651-679 (2016). MSC: 60J25 60H10 60J65 60J60 60G44 60F05 PDF BibTeX XML Cite \textit{U. Çetin} and \textit{A. Danilova}, Stochastic Processes Appl. 126, No. 3, 651--679 (2016; Zbl 1337.60178) Full Text: DOI arXiv OpenURL
Yor, Marc A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales. (English) Zbl 1329.60099 Electron. Commun. Probab. 20, Paper No. 70, 5 p. (2015). MSC: 60G15 60G44 60G48 PDF BibTeX XML Cite \textit{M. Yor}, Electron. Commun. Probab. 20, Paper No. 70, 5 p. (2015; Zbl 1329.60099) Full Text: DOI OpenURL
Lupu, Titus; Pitman, Jim; Tang, Wenpin The Vervaat transform of Brownian bridges and Brownian motion. (English) Zbl 1327.60035 Electron. J. Probab. 20, Paper No. 51, 31 p. (2015). MSC: 60C05 60J60 60J65 PDF BibTeX XML Cite \textit{T. Lupu} et al., Electron. J. Probab. 20, Paper No. 51, 31 p. (2015; Zbl 1327.60035) Full Text: DOI arXiv OpenURL
Yen, Ju-Yi; Yor, Marc On two results of P. Deheuvels. (English) Zbl 1317.60108 Hallin, Marc (ed.) et al., Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20–21, 2013. Cham: Springer (ISBN 978-3-319-12441-4/hbk; 978-3-319-12442-1/ebook). 305-308 (2015). MSC: 60J65 60J75 PDF BibTeX XML Cite \textit{J.-Y. Yen} and \textit{M. Yor}, in: Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20--21, 2013. Cham: Springer. 305--308 (2015; Zbl 1317.60108) Full Text: DOI OpenURL
Atkinson, Michael P.; Singham, Dashi I. Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries. (English) Zbl 1328.60187 Stat. Probab. Lett. 100, 85-92 (2015). MSC: 60J65 PDF BibTeX XML Cite \textit{M. P. Atkinson} and \textit{D. I. Singham}, Stat. Probab. Lett. 100, 85--92 (2015; Zbl 1328.60187) Full Text: DOI OpenURL
Sottinen, Tommi; Yazigi, Adil Generalized Gaussian bridges. (English) Zbl 1329.60098 Stochastic Processes Appl. 124, No. 9, 3084-3105 (2014). MSC: 60G15 60G22 91G80 PDF BibTeX XML Cite \textit{T. Sottinen} and \textit{A. Yazigi}, Stochastic Processes Appl. 124, No. 9, 3084--3105 (2014; Zbl 1329.60098) Full Text: DOI arXiv OpenURL
Alvarez-Andrade, Sergio; Bouzebda, Salim Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes. (English) Zbl 1319.62094 Sequential Anal. 33, No. 3, 360-399 (2014). MSC: 62G10 62G09 62G20 62H15 60F17 60F15 60G09 60G15 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade} and \textit{S. Bouzebda}, Sequential Anal. 33, No. 3, 360--399 (2014; Zbl 1319.62094) Full Text: DOI OpenURL
Hernandez-del-Valle, Gerardo On hitting times, Bessel bridges and Schrödinger’s equation. (English) Zbl 1317.60082 Bernoulli 19, No. 5A, 1559-1575 (2013). Reviewer: David Nualart (Lawrence) MSC: 60H30 60J65 35A08 35J10 35K05 35K99 35R37 PDF BibTeX XML Cite \textit{G. Hernandez-del-Valle}, Bernoulli 19, No. 5A, 1559--1575 (2013; Zbl 1317.60082) Full Text: DOI arXiv arXiv OpenURL
Bouzebda, Salim; El Faouzi, Nour-Eddin New two-sample tests based on the integrated empirical copula processes. (English) Zbl 1241.62098 Statistics 46, No. 3, 313-324 (2012). MSC: 62H15 62H05 60F15 62G30 PDF BibTeX XML Cite \textit{S. Bouzebda} and \textit{N.-E. El Faouzi}, Statistics 46, No. 3, 313--324 (2012; Zbl 1241.62098) Full Text: DOI OpenURL
Lachal, Aimé A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator. (English) Zbl 1231.60086 Int. J. Stoch. Anal. 2011, Article ID 762486, 32 p. (2011). MSC: 60J65 PDF BibTeX XML Cite \textit{A. Lachal}, Int. J. Stoch. Anal. 2011, Article ID 762486, 32 p. (2011; Zbl 1231.60086) Full Text: DOI arXiv OpenURL
Chaumont, Loïc; Uribe Bravo, Gerónimo Markovian bridges: weak continuity and pathwise constructions. (English) Zbl 1217.60066 Ann. Probab. 39, No. 2, 609-647 (2011). Reviewer: Alexander Schnurr (Dortmund) MSC: 60J25 60J65 PDF BibTeX XML Cite \textit{L. Chaumont} and \textit{G. Uribe Bravo}, Ann. Probab. 39, No. 2, 609--647 (2011; Zbl 1217.60066) Full Text: DOI arXiv OpenURL
Bouzebda, Salim Strong approximation of the smoothed \(Q\)-\(Q\) processes. (English) Zbl 1387.62065 Far East J. Theor. Stat. 31, No. 2, 169-191 (2010). MSC: 62G30 62G20 62G05 PDF BibTeX XML Cite \textit{S. Bouzebda}, Far East J. Theor. Stat. 31, No. 2, 169--191 (2010; Zbl 1387.62065) Full Text: Link OpenURL
Hagendorf, Christian; Bernard, Denis; Bauer, Michel The Gaussian free field and SLE\(_{4}\) on doubly connected domains. (English) Zbl 1193.82027 J. Stat. Phys. 140, No. 1, 1-26 (2010). MSC: 82C24 60J67 60J65 81T40 PDF BibTeX XML Cite \textit{C. Hagendorf} et al., J. Stat. Phys. 140, No. 1, 1--26 (2010; Zbl 1193.82027) Full Text: DOI arXiv OpenURL
Jarušková, Daniela Asymptotic behaviour of a test statistic for detection of change in mean of vectors. (English) Zbl 1177.62078 J. Stat. Plann. Inference 140, No. 3, 616-625 (2010). MSC: 62H15 62E20 65C60 PDF BibTeX XML Cite \textit{D. Jarušková}, J. Stat. Plann. Inference 140, No. 3, 616--625 (2010; Zbl 1177.62078) Full Text: DOI OpenURL
Diop, A.; Lô, G. S. Ratio of generalized Hill’s estimator and its asymptotic normality theory. (English) Zbl 1231.62091 Math. Methods Stat. 18, No. 2, 117-133 (2009). MSC: 62G32 62G20 62M99 62E20 62G30 62F12 PDF BibTeX XML Cite \textit{A. Diop} and \textit{G. S. Lô}, Math. Methods Stat. 18, No. 2, 117--133 (2009; Zbl 1231.62091) Full Text: DOI OpenURL
Erschler, Anna Random mappings of scaled graphs. (English) Zbl 1280.20048 Probab. Theory Relat. Fields 144, No. 3-4, 543-579 (2009). MSC: 20F69 20P05 20F05 60B15 60G50 05C25 20E22 20F65 PDF BibTeX XML Cite \textit{A. Erschler}, Probab. Theory Relat. Fields 144, No. 3--4, 543--579 (2009; Zbl 1280.20048) Full Text: DOI OpenURL
Mansuy, Roger; Yor, Marc Aspects of Brownian motion. (English) Zbl 1162.60022 Universitext. Berlin: Springer (ISBN 978-3-540-22347-4/pbk; 978-3-540-49966-4/ebook). xiii, 195 p. (2008). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60J65 60-02 60J55 60J99 60K40 PDF BibTeX XML Cite \textit{R. Mansuy} and \textit{M. Yor}, Aspects of Brownian motion. Berlin: Springer (2008; Zbl 1162.60022) Full Text: DOI OpenURL
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang Confidence bands for ROC curves. (English) Zbl 1131.62037 J. Stat. Plann. Inference 138, No. 6, 1894-1904 (2008). MSC: 62G15 62G09 62G30 62G07 62G20 62P10 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Stat. Plann. Inference 138, No. 6, 1894--1904 (2008; Zbl 1131.62037) Full Text: DOI OpenURL
Yor, Marc Some remarkable properties of gamma processes. (English) Zbl 1156.60030 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 37-47 (2007). MSC: 60G51 60J65 PDF BibTeX XML Cite \textit{M. Yor}, in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 37--47 (2007; Zbl 1156.60030) OpenURL
Roynette, Bernard; Vallois, Pierre; Yor, Marc Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV. (English) Zbl 1164.60355 Stud. Sci. Math. Hung. 44, No. 4, 469-516 (2007). MSC: 60G17 60G40 60G44 60J25 60J35 60J55 60J60 60J65 PDF BibTeX XML Cite \textit{B. Roynette} et al., Stud. Sci. Math. Hung. 44, No. 4, 469--516 (2007; Zbl 1164.60355) Full Text: DOI OpenURL
Gasbarra, Dario; Sottinen, Tommi; Valkeila, Esko Gaussian bridges. (English) Zbl 1144.60028 Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 361-382 (2007). Reviewer: Mátyás Barczy (Debrecen) MSC: 60G15 60G25 60G44 60G12 PDF BibTeX XML Cite \textit{D. Gasbarra} et al., Abel Symp. 2, 361--382 (2007; Zbl 1144.60028) OpenURL
Csörgő, Miklós A glimpse of the KMT (1975) approximation of empirical processes by Brownian bridges via quantiles. (English) Zbl 1135.60312 Acta Sci. Math. 73, No. 1-2, 349-366 (2007). MSC: 60F17 60F15 60G50 62G30 PDF BibTeX XML Cite \textit{M. Csörgő}, Acta Sci. Math. 73, No. 1--2, 349--366 (2007; Zbl 1135.60312) OpenURL
Funaki, T.; Hariya, Y.; Yor, M. Wiener integrals for centered powers of Bessel processes. I. (English) Zbl 1123.60035 Markov Process. Relat. Fields 13, No. 1, 21-56 (2007). MSC: 60H05 60J65 26D15 33C05 PDF BibTeX XML Cite \textit{T. Funaki} et al., Markov Process. Relat. Fields 13, No. 1, 21--56 (2007; Zbl 1123.60035) OpenURL
Funaki, Tadahisa; Hariya, Yuu; Yor, Marc Wiener integrals for centered Bessel and related processes. II. (English) Zbl 1112.60042 ALEA, Lat. Am. J. Probab. Math. Stat. 1, 225-240 (2006). MSC: 60H05 60J65 82B31 PDF BibTeX XML Cite \textit{T. Funaki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 1, 225--240 (2006; Zbl 1112.60042) OpenURL
Roynette, Bernard; Vallois, Pierre; Yor, Marc Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III. (English) Zbl 1150.60308 Period. Math. Hung. 50, No. 1-2, 247-280 (2005). MSC: 60B10 60G17 60G40 60G44 60J25 60J35 PDF BibTeX XML Cite \textit{B. Roynette} et al., Period. Math. Hung. 50, No. 1--2, 247--280 (2005; Zbl 1150.60308) Full Text: DOI arXiv OpenURL
Milevsky, Moshe A.; Posner, Steven E. A continuous-time reexamination of dollar-cost averaging. (English) Zbl 1079.91534 Int. J. Theor. Appl. Finance 6, No. 2, 173-194 (2003). MSC: 91B28 PDF BibTeX XML Cite \textit{M. A. Milevsky} and \textit{S. E. Posner}, Int. J. Theor. Appl. Finance 6, No. 2, 173--194 (2003; Zbl 1079.91534) Full Text: DOI OpenURL
Fatalov, V. R. Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields. (English. Russian original) Zbl 1052.60026 Russ. Math. Surv. 58, No. 4, 725-772 (2003); translation from Usp. Mat. Nauk 58, No. 4, 89-134 (2003). MSC: 60G15 60G60 PDF BibTeX XML Cite \textit{V. R. Fatalov}, Russ. Math. Surv. 58, No. 4, 725--772 (2003; Zbl 1052.60026); translation from Usp. Mat. Nauk 58, No. 4, 89--134 (2003) Full Text: DOI OpenURL
Borodin, A. N. Diffusion processes with identical bridges. (English. Russian original) Zbl 1080.60075 J. Math. Sci., New York 127, No. 1, 1687-1695 (2005); translation from Zap. Nauchn. Semin. POMI 294, 29-42 (2002). Reviewer: Roman Urban (Wrocław) MSC: 60J60 PDF BibTeX XML Cite \textit{A. N. Borodin}, J. Math. Sci., New York 127, No. 1, 1687--1695 (2002; Zbl 1080.60075); translation from Zap. Nauchn. Semin. POMI 294, 29--42 (2002) Full Text: DOI OpenURL
Hjort, Nils Lid; Koning, Alxander Tests for constancy of model parameters over time. (English) Zbl 1017.62015 J. Nonparametric Stat. 14, No. 1-2, 113-132 (2002). MSC: 62F05 62M09 PDF BibTeX XML Cite \textit{N. L. Hjort} and \textit{A. Koning}, J. Nonparametric Stat. 14, No. 1--2, 113--132 (2002; Zbl 1017.62015) Full Text: DOI OpenURL
Lifshits, Mikhail A.; Linde, Werner Approximation and entropy numbers of Volterra operators with application to Brownian motion. (English) Zbl 0999.47034 Mem. Am. Math. Soc. 745, 87 p. (2002). MSC: 47G10 47B06 47-02 60G15 47B38 46B07 PDF BibTeX XML Cite \textit{M. A. Lifshits} and \textit{W. Linde}, Approximation and entropy numbers of Volterra operators with application to Brownian motion. Providence, RI: American Mathematical Society (AMS) (2002; Zbl 0999.47034) Full Text: DOI Link OpenURL
Le Gall, Jean-François Critical exponents for Brownian motion and random walks. (Exposants critiques pour le mouvement brownien et les marches aléatoires.) (French) Zbl 1012.60072 Séminaire Bourbaki. Volume 1999/2000. Exposés 865-879. Paris: Société Mathématique de France, Astérisque. 276, 29-51, Exp. No. 866 (2002). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J65 60G50 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, in: Séminaire Bourbaki. Volume 1999/2000. Exposés 865--879. Paris: Société Mathématique de France. 29--51, Exp. No. 866 (2002; Zbl 1012.60072) Full Text: Numdam EuDML OpenURL
Smythe, R. T.; Wellner, J. Stochastic analysis of Shell Sort. (English) Zbl 1064.68034 Algorithmica 31, No. 3, 442-457 (2001). MSC: 68P10 68W05 PDF BibTeX XML Cite \textit{R. T. Smythe} and \textit{J. Wellner}, Algorithmica 31, No. 3, 442--457 (2001; Zbl 1064.68034) Full Text: DOI OpenURL
Ferger, Dietmar Analysis of change-point estimators under the null hypothesis. (English) Zbl 1006.62022 Bernoulli 7, No. 3, 487-506 (2001). MSC: 62G05 62G20 62M99 PDF BibTeX XML Cite \textit{D. Ferger}, Bernoulli 7, No. 3, 487--506 (2001; Zbl 1006.62022) Full Text: DOI OpenURL
Cherny, A. S. Principal values of the integral functionals of Brownian motion: Existence, continuity and an extension of Itô’s formula. (English) Zbl 0977.60075 Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXXV. Berlin: Springer. Lect. Notes Math. 1755, 348-370 (2001). MSC: 60J65 60H05 PDF BibTeX XML Cite \textit{A. S. Cherny}, Lect. Notes Math. 1755, 348--370 (2001; Zbl 0977.60075) Full Text: Numdam EuDML OpenURL
del Barrio, Eustasio; Cuesta-Albertos, Juan A.; Matrán, Carlos; Rodríguez-Rodríguez, Jesús M. Tests of goodness of fit based on the \(L_2\)-Wasserstein distance. (English) Zbl 0961.62037 Ann. Stat. 27, No. 4, 1230-1239 (1999). MSC: 62G10 62G20 62E20 60F25 PDF BibTeX XML Cite \textit{E. del Barrio} et al., Ann. Stat. 27, No. 4, 1230--1239 (1999; Zbl 0961.62037) Full Text: DOI OpenURL
Eastwood, Brian J.; Eastwood, Vera R. Tabulating weighted sup-norm functionals of Brownian bridges via Monte Carlo simulation. (English) Zbl 0927.60017 Szyszkowicz, Barbara (ed.), Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS ’97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 707-719 (1998). MSC: 60E05 60E99 65C05 PDF BibTeX XML Cite \textit{B. J. Eastwood} and \textit{V. R. Eastwood}, in: Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS '97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 707--719 (1998; Zbl 0927.60017) OpenURL
Castelle, Nathalie; Laurent-Bonvalot, Françoise Strong approximations of bivariate uniform empirical processes. (English) Zbl 0915.60048 Ann. Inst. Henri Poincaré, Probab. Stat. 34, No. 4, 425-480 (1998). Reviewer: B.Le Gac (Marseille) MSC: 60F15 60G15 62G30 62H99 PDF BibTeX XML Cite \textit{N. Castelle} and \textit{F. Laurent-Bonvalot}, Ann. Inst. Henri Poincaré, Probab. Stat. 34, No. 4, 425--480 (1998; Zbl 0915.60048) Full Text: DOI Numdam EuDML OpenURL
Jansons, Kalvis M. The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential. (English) Zbl 0890.60074 Electron. Commun. Probab. 2, 53-58 (1997). MSC: 60J65 60J35 PDF BibTeX XML Cite \textit{K. M. Jansons}, Electron. Commun. Probab. 2, 53--58 (1997; Zbl 0890.60074) Full Text: DOI EuDML EMIS OpenURL
Louchard, G.; Kenyon, Claire; Schott, R. Data structures’ maxima. (English) Zbl 0896.60060 SIAM J. Comput. 26, No. 4, 1006-1042 (1997). MSC: 60K25 68Q25 68P05 60J65 60J70 60J60 PDF BibTeX XML Cite \textit{G. Louchard} et al., SIAM J. Comput. 26, No. 4, 1006--1042 (1997; Zbl 0896.60060) Full Text: DOI OpenURL
Kusuoka, Shigeo; Takaoka, Koichiro On the Sparre Andersen transformation for multidimensional Brownian bridge. (English) Zbl 0882.60043 J. Math. Sci., Tokyo 4, No. 1, 211-227 (1997). Reviewer: J.Bertoin (Paris) MSC: 60G50 60J99 PDF BibTeX XML Cite \textit{S. Kusuoka} and \textit{K. Takaoka}, J. Math. Sci., Tokyo 4, No. 1, 211--227 (1997; Zbl 0882.60043) OpenURL
Föllmer, Hans; Gantert, Nina Entropy minimization and Schrödinger processes in infinite dimensions. (English) Zbl 0876.60063 Ann. Probab. 25, No. 2, 901-926 (1997). Reviewer: J.Bertoin (Paris) MSC: 60J65 60F10 60J45 60J25 94A17 PDF BibTeX XML Cite \textit{H. Föllmer} and \textit{N. Gantert}, Ann. Probab. 25, No. 2, 901--926 (1997; Zbl 0876.60063) Full Text: DOI OpenURL
Nechaev, S. K.; Grosberg, A. Yu.; Vershik, A. M. Random walks on braid groups: Brownian bridges, complexity and statistics. (English) Zbl 0901.60010 J. Phys. A, Math. Gen. 29, No. 10, 2411-2433 (1996). MSC: 60B15 60J99 82B99 PDF BibTeX XML Cite \textit{S. K. Nechaev} et al., J. Phys. A, Math. Gen. 29, No. 10, 2411--2433 (1996; Zbl 0901.60010) Full Text: DOI Link OpenURL
Cheng, Cheng Uniform consistency of generalized kernel estimators of quantile density. (English) Zbl 0853.62031 Ann. Stat. 23, No. 6, 2285-2291 (1995). MSC: 62G07 62G20 PDF BibTeX XML Cite \textit{C. Cheng}, Ann. Stat. 23, No. 6, 2285--2291 (1995; Zbl 0853.62031) Full Text: DOI OpenURL
Léandre, R. Stochastic Moore loop space. (English) Zbl 0849.58073 Garbaczewski, Piotr (ed.) et al., Chaos: the interplay between stochastic and deterministic behaviour. Proceedings of the XXXIst winter school of theoretical physics held in Karpacz, Poland, 13-24 February 1995. Karpacz: Springer-Verlag. Lect. Notes Phys. 457, 479-501 (1995). Reviewer: B.Goldys (Kensington) MSC: 58J65 58D15 PDF BibTeX XML Cite \textit{R. Léandre}, Lect. Notes Phys. 457, 479--501 (1995; Zbl 0849.58073) OpenURL
Gombay, Edit; Horváth, Lajos An application of \(U\)-statistics to change-point analysis. (English) Zbl 0832.62039 Acta Sci. Math. 60, No. 1-2, 345-357 (1995). MSC: 62G10 60F17 60F05 62G20 PDF BibTeX XML Cite \textit{E. Gombay} and \textit{L. Horváth}, Acta Sci. Math. 60, No. 1--2, 345--357 (1995; Zbl 0832.62039) OpenURL
Grill, K. A lim inf result for the increments of the Wiener process under the \(L_ 2\)-norm. (English) Zbl 0833.60028 Probab. Theory Relat. Fields 102, No. 4, 567-573 (1995). Reviewer: L.Paditz (Dresden) MSC: 60F15 60J65 PDF BibTeX XML Cite \textit{K. Grill}, Probab. Theory Relat. Fields 102, No. 4, 567--573 (1995; Zbl 0833.60028) Full Text: DOI OpenURL
Albeverio, Sergio; Kusuoka, Shigeo A basic estimate for two-dimensional stochastic holonomy along Brownian bridges. (English) Zbl 0820.60065 J. Funct. Anal. 127, No. 1, 132-154 (1995). MSC: 60J65 PDF BibTeX XML Cite \textit{S. Albeverio} and \textit{S. Kusuoka}, J. Funct. Anal. 127, No. 1, 132--154 (1995; Zbl 0820.60065) Full Text: DOI OpenURL
Bojdecki, Tomasz; Gorostiza, Luis G. Random distributions on \(C([0,1],\mathbb{R}^ d)\) and fluctuation limits of some particle systems. (English) Zbl 0872.60082 Caballero, M. E. (ed.) et al., 3rd symposium on probability and stochastic processes. Proceedings, Hermosillo, Mexico, March 7–11, 1994. To the memory of Diego Bricio Hernández. Hermosillo: Sociedad Matemática Mexicana. Aportaciones Mat., Notas Invest. 11, 31-37 (1994). Reviewer: J.Jakubowski (Warszawa) MSC: 60K35 60H10 60J65 PDF BibTeX XML Cite \textit{T. Bojdecki} and \textit{L. G. Gorostiza}, Aportaciones Mat., Notas Invest. 11, 31--37 (1994; Zbl 0872.60082) OpenURL
Koning, A. J. KMT-type inequalities and goodness-of-fit tests. (English) Zbl 0826.62035 Stat. Neerl. 48, No. 2, 117-132 (1994). MSC: 62G10 62F03 60H05 60E15 62G30 PDF BibTeX XML Cite \textit{A. J. Koning}, Stat. Neerl. 48, No. 2, 117--132 (1994; Zbl 0826.62035) Full Text: DOI OpenURL
Wang, Yazhen Quantum Gaussian processes. (English) Zbl 0810.60052 Acta Math. Appl. Sin., Engl. Ser. 10, No. 3, 315-327 (1994). MSC: 60H10 81S25 PDF BibTeX XML Cite \textit{Y. Wang}, Acta Math. Appl. Sin., Engl. Ser. 10, No. 3, 315--327 (1994; Zbl 0810.60052) Full Text: DOI OpenURL
Fotopoulos, S. B.; Ahn, S. K.; Cho, S. Strong approximation of the quantile processes and its applications under strong mixing properties. (English) Zbl 0813.60033 J. Multivariate Anal. 51, No. 1, 17-45 (1994). Reviewer: L.Paditz (Dresden) MSC: 60F15 62G30 60G10 60G25 62G15 PDF BibTeX XML Cite \textit{S. B. Fotopoulos} et al., J. Multivariate Anal. 51, No. 1, 17--45 (1994; Zbl 0813.60033) Full Text: DOI Link OpenURL
Rio, Emmanuel Local invariance principles and their application to density estimation. (English) Zbl 0794.60019 Probab. Theory Relat. Fields 98, No. 1, 21-45 (1994). Reviewer: E.Rio (Orsay) MSC: 60F17 62G05 PDF BibTeX XML Cite \textit{E. Rio}, Probab. Theory Relat. Fields 98, No. 1, 21--45 (1994; Zbl 0794.60019) Full Text: DOI OpenURL
Pitman, James W.; Yor, Marc Random scaling of Brownian and Bessel bridges, and some extensions of an identity of F. Knight. (Dilatations d’espace-temps, réarrangements des trajectoires browniennes, et quelques extensions d’une identité de Knight.) (French) Zbl 0789.60059 C. R. Acad. Sci., Paris, Sér. I 316, No. 7, 723-726 (1993). Reviewer: P.Kröger (Erlangen) MSC: 60J60 60J65 60G17 60J55 PDF BibTeX XML Cite \textit{J. W. Pitman} and \textit{M. Yor}, C. R. Acad. Sci., Paris, Sér. I 316, No. 7, 723--726 (1993; Zbl 0789.60059) OpenURL
Barbe, Philippe Weighted approximation of the renewal spacing processes. (English) Zbl 0787.60036 J. Multivariate Anal. 45, No. 2, 171-182 (1993). Reviewer: A.M.Zapała (Lublin) MSC: 60F15 60K05 60G30 PDF BibTeX XML Cite \textit{P. Barbe}, J. Multivariate Anal. 45, No. 2, 171--182 (1993; Zbl 0787.60036) Full Text: DOI OpenURL
Csörgő, Miklós; Horváth, Lajos; Shao, Qi-Man Convergence of integrals of uniform empirical and quantile processes. (English) Zbl 0784.60038 Stochastic Processes Appl. 45, No. 2, 283-294 (1993). Reviewer: D.Szynal (Lublin) MSC: 60F25 60F17 62G30 PDF BibTeX XML Cite \textit{M. Csörgő} et al., Stochastic Processes Appl. 45, No. 2, 283--294 (1993; Zbl 0784.60038) Full Text: DOI OpenURL
Ahn, Sung K.; Cho, Sinsup Some tests for unit roots in seasonal time series with deterministic trends. (English) Zbl 0764.62070 Stat. Probab. Lett. 16, No. 2, 85-95 (1993). MSC: 62M10 62E20 PDF BibTeX XML Cite \textit{S. K. Ahn} and \textit{S. Cho}, Stat. Probab. Lett. 16, No. 2, 85--95 (1993; Zbl 0764.62070) Full Text: DOI OpenURL
Fitzsimmons, Pat; Pitman, Jim; Yor, Marc Markovian bridges: Construction, Palm interpretation, and splicing. (English) Zbl 0844.60054 Cinlar, E. (ed.) et al., Seminar on stochastic processes, 1992. Held at the Univ. of Washington, DC, USA, March 26-28, 1992. Basel: Birkhäuser. Prog. Probab. 33, 101-134 (1992). Reviewer: L.C.G.Rogers (MR 95i:60070) MSC: 60J65 60J60 PDF BibTeX XML Cite \textit{P. Fitzsimmons} et al., Prog. Probab. 33, 101--134 (1992; Zbl 0844.60054) OpenURL
Ferger, Dietmar Nonparametric changepoint-detection based on U-statistics. (English) Zbl 0744.62068 Gießen: Univ. Gießen, FB Math., Thesis, 118 S. (1991). Reviewer: E.Khmaladze (Moskva) MSC: 62G10 62L99 62E20 62F12 62G20 62L10 60F05 60F17 PDF BibTeX XML Cite \textit{D. Ferger}, Nonparametric changepoint-detection based on U-statistics. Gieß|en: Univ. Gieß|en, FB Math., Thesis (1991; Zbl 0744.62068) OpenURL
Shi, Z. A generalization of the Chung-Mogul’skii law of the iterated logarithm. (English) Zbl 0732.60038 J. Multivariate Anal. 37, No. 2, 269-278 (1991). Reviewer: A.R.Dabrowski (Ottawa) MSC: 60F15 60J65 PDF BibTeX XML Cite \textit{Z. Shi}, J. Multivariate Anal. 37, No. 2, 269--278 (1991; Zbl 0732.60038) Full Text: DOI OpenURL
Hawkins, D. L.; Kochar, Subhash C. Inference for the crossing point of two continuous cdf’s. (English) Zbl 0729.62046 Ann. Stat. 19, No. 3, 1626-1638 (1991). MSC: 62G10 62G20 62G05 62G15 PDF BibTeX XML Cite \textit{D. L. Hawkins} and \textit{S. C. Kochar}, Ann. Stat. 19, No. 3, 1626--1638 (1991; Zbl 0729.62046) Full Text: DOI OpenURL
Csörgö, Miklós; Deheuvels, Paul; Horváth, Lajos Estimating the quantile-density function. (English) Zbl 0727.62042 Nonparametric functional estimation and related topics, NATO ASI Ser., Ser. C 335, 213-223 (1991). MSC: 62G07 62G20 PDF BibTeX XML OpenURL
Mason, David M. A note on weighted approximations to the uniform empirical and quantile processes. (English) Zbl 0722.60042 Sums, Trimmed sums and extremes, Prog. Probab. 23, 269-283 (1991). Reviewer: J.E.Yukich (Bethlehem) MSC: 60G50 60F15 PDF BibTeX XML OpenURL
Aly, Emad-Eldin A. A. On the convergence of an Anderson-Darling statistic based on normalized spacings. (English) Zbl 0744.62071 Util. Math. 40, 33-39 (1991). MSC: 62G20 60F05 62G30 62G10 PDF BibTeX XML Cite \textit{E.-E. A. A. Aly}, Util. Math. 40, 33--39 (1991; Zbl 0744.62071) OpenURL
Luschgy, Harald Ordering regression models of Gaussian processes. (English) Zbl 0769.62004 Stochastic orders and decision under risk, Proc. Int. Workshop, Hamburg/Ger. 1989, IMS Lect. Notes, Monogr. Ser. 19, 207-230 (1991). MSC: 62B15 62M99 62M10 60G15 PDF BibTeX XML Cite \textit{H. Luschgy}, IMS Lect. Notes, Monogr. Ser. 19, 207--230 (1991; Zbl 0769.62004) OpenURL
Beirlant, Jan; Deheuvels, Paul On the approximation of P-P and Q-Q plot processes by Brownian bridges. (English) Zbl 0757.60019 Stat. Probab. Lett. 9, No. 3, 241-251 (1990). MSC: 60F15 62G15 PDF BibTeX XML Cite \textit{J. Beirlant} and \textit{P. Deheuvels}, Stat. Probab. Lett. 9, No. 3, 241--251 (1990; Zbl 0757.60019) Full Text: DOI OpenURL
Williams, David Brownian motion and the Riemann zeta-function. (English) Zbl 0744.60100 Disorder in physical systems, Vol. in Honour of J. M. Hammersley 70th Birthday, 361-372 (1990). Reviewer: W.Schenk (Dresden) MSC: 60J65 11M06 PDF BibTeX XML Cite \textit{D. Williams}, in: Markov random fields in statistics. . 361--372 (1990; Zbl 0744.60100) OpenURL
Pinhas, Max Random oscillations and Brownian bridges with variable input. (Oscillations aléatoires et ponts browniens à portée variable.) (French) Zbl 0763.60037 Metron 48, No. 1-4, 27-32 (1990). Reviewer: M.Iosifescu (Bucureşti) MSC: 60J65 62P05 PDF BibTeX XML Cite \textit{M. Pinhas}, Metron 48, No. 1--4, 27--32 (1990; Zbl 0763.60037) OpenURL
Elliott, Robert J.; Glowinski, Roland Approximations to solutions of the Zakai filtering equation. (English) Zbl 0685.60044 Stochastic Anal. Appl. 7, No. 2, 145-168 (1989). Reviewer: T.Basar MSC: 60G35 93E11 60J65 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{R. Glowinski}, Stochastic Anal. Appl. 7, No. 2, 145--168 (1989; Zbl 0685.60044) Full Text: DOI OpenURL
Massart, Pascal Strong approximation for multivariate empirical and related processes, via KMT constructions. (English) Zbl 0675.60026 Ann. Probab. 17, No. 1, 266-291 (1989). Reviewer: P.Revesz MSC: 60F17 60G50 60G60 62E20 62G30 PDF BibTeX XML Cite \textit{P. Massart}, Ann. Probab. 17, No. 1, 266--291 (1989; Zbl 0675.60026) Full Text: DOI OpenURL
Härdle, Wolfgang Asymptotic maximal deviation of M-smoothers. (English) Zbl 0667.62028 J. Multivariate Anal. 29, No. 2, 163-179 (1989). MSC: 62G05 62J02 PDF BibTeX XML Cite \textit{W. Härdle}, J. Multivariate Anal. 29, No. 2, 163--179 (1989; Zbl 0667.62028) Full Text: DOI OpenURL
Bretagnolle, J.; Massart, P. Hungarian constructions from the nonasymptotic viewpoint. (English) Zbl 0667.60042 Ann. Probab. 17, No. 1, 239-256 (1989). Reviewer: P.Révész MSC: 60F17 60F99 62G30 PDF BibTeX XML Cite \textit{J. Bretagnolle} and \textit{P. Massart}, Ann. Probab. 17, No. 1, 239--256 (1989; Zbl 0667.60042) Full Text: DOI OpenURL
Einmahl, John H. J.; Mason, David M. Strong limit theorems for weighted quantile processes. (English) Zbl 0659.60052 Ann. Probab. 16, No. 4, 1623-1643 (1988). MSC: 60F15 62G30 60F17 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} and \textit{D. M. Mason}, Ann. Probab. 16, No. 4, 1623--1643 (1988; Zbl 0659.60052) Full Text: DOI OpenURL
Csörgö, Sándor; Mason, David M. Approximations of weighted empirical processes with applications to extreme, trimmed and self-normalized sums. (English) Zbl 0719.62031 Mathematical statistics theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 811-819 (1987). MSC: 62E20 60F05 60G50 PDF BibTeX XML OpenURL
Csörgö, Miklós; Horváth, Lajos Approximations of weighted empirical and quantile processes. (English) Zbl 0676.60042 Stat. Probab. Lett. 4, 275-280 (1986). MSC: 60F15 PDF BibTeX XML Cite \textit{M. Csörgö} and \textit{L. Horváth}, Stat. Probab. Lett. 4, 275--280 (1986; Zbl 0676.60042) Full Text: DOI OpenURL
Gutenbrunner, Cornelius Zur Asymptotik von Regressionsquantilprozessen und daraus abgeleiteten Statistiken. (On the asymptotics of regression quantile processes and derived rank statistics). (German) Zbl 0639.62058 Mathematische Fakultät der Albert-Ludwigs-Universität Freiburg im Breisgau. ii; 172 S. (1986). Reviewer: U.Stadtmüller MSC: 62J05 62F12 PDF BibTeX XML OpenURL
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M. Normal and stable convergence of integral functions of the empirical distribution function. (English) Zbl 0589.60030 Ann. Probab. 14, 86-118 (1986). Reviewer: P.Révész MSC: 60F17 62G30 60F05 60E07 PDF BibTeX XML Cite \textit{M. Csörgö} et al., Ann. Probab. 14, 86--118 (1986; Zbl 0589.60030) Full Text: DOI OpenURL
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M. Weighted empirical and quantile processes. (English) Zbl 0589.60029 Ann. Probab. 14, 31-85 (1986). MSC: 60F17 60J65 60F05 60F20 62G30 PDF BibTeX XML Cite \textit{M. Csörgö} et al., Ann. Probab. 14, 31--85 (1986; Zbl 0589.60029) Full Text: DOI OpenURL
Kulperger, R. J. On the residuals of autoregressive processes and polynomial regression. (English) Zbl 0584.62144 Stochastic Processes Appl. 21, 107-118 (1985). Reviewer: T.Cipra MSC: 62M10 60F05 PDF BibTeX XML Cite \textit{R. J. Kulperger}, Stochastic Processes Appl. 21, 107--118 (1985; Zbl 0584.62144) Full Text: DOI OpenURL