๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The continuous and discrete Brownian bridges: Representations and applications

โœ Scribed by T.W. Anderson; M.A. Stephens


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
907 KB
Volume
264
Category
Article
ISSN
0024-3795

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A family of matrices, the discretized br
โœ J. Fortiana; C.M. Cuadras ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 543 KB

The investigation of a distance-based regression model, using a one-dimensional set of equally spaced points as regressor values and I~ -y l as a distance function, leads to the study of a family of matrices which is closely related to a discrete analog of the Brownian-bridge stochastic process. We

Representations for continuous additive
โœ Stephen M. Krone ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 546 KB

We study a class of continuous additive functionals for super-Brownian and super-stable processes. These are given in terms of a Tanaka-like formula that generalizes the one for local times. We give representations for these additive functionals in terms of the corresponding local times. As an examp

Discrete time representation of stationa
โœ Marcus J. Chambers ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 168 KB

This paper derives the formulae for an exact discrete time representation corresponding to a system of higher-order stochastic differential equations. The formulae are applicable in stationary, non-stationary and explosive systems and for data observed as a mixture of both stock and flow variables.