A Karhunen-Loeve expansion for a mean-centered Brownian bridge
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References listed on IDEAS
- Deheuvels, Paul & Peccati, Giovanni & Yor, Marc, 2006. "On quadratic functionals of the Brownian sheet and related processes," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 493-538, March.
- Li, Wenbo V., 1992. "Limit theorems for the square integral of Brownian motion and its increments," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 223-239, June.
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- Ai, Xiaohui, 2016. "A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 113-117.
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Keywords
Gaussian processes Karhunen-Loeve expansions Wiener process Brownian bridge Cramer-von Mises tests of fit Tests of goodness of fit;Statistics
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