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On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models

Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Statistics & Probability Letters 66 (2004) 2, pp. 105-115

Given a Brownian bridge B0 with trend g:[0,1]--[0,[infinity]), Y(z)=g(z)+B0(z),z[set membership, variant][0,1],we are interested in testing H0:g[reverse not equivalent]0 against the alternative K:g0. For this test problem we study weighted Kolmogorov testswhere c0 is a suitable constant and...

Persistent link: https://www.econbiz.de/10005211770

Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Metrika 62 (2005) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10005375797

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

Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 849-864

Persistent link: https://www.econbiz.de/10005616150

Brownian motion - Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test

Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 849-864

Persistent link: https://www.econbiz.de/10006552759