Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test

Wolfgang Bischoff (), Enkelejd Hashorva (), Jürg Hüsler () and Frank Miller ()

Annals of the Institute of Statistical Mathematics, 2003, vol. 55, issue 4, 849-864

Keywords: Brownian bridge with trend; boundary crossing probability; exact asymptotics; extreme values; large deviations; Kolmogorov test (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/BF02523397

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