Linear transformations of Wiener process that born Brownian bridge. Abstract

Abstract

Lachout Petr

serial: Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, p. 246 , Eds: Janžura M., Mikosch T.

publisher: Institute of Information Theory and Automation, (Prague 2002)

action: EMS 2002, (Prague, CZ, 19.08.2002-23.08.2002)

research: CEZ:AV0Z1075907

project(s): KSK1019101, GA AV ČR

keywords: Gaussian process, Wiener process, Brownian bridge

Cosati: 12A

RIV: BA