Works matching DE "BROWNIAN bridges (Mathematics)"

Results: 277

Stability of Block LU Factorization.

Published in:

Numerical Linear Algebra with Applications, 1995, v. 2, n. 2, p. 173, doi. 10.1002/nla.1680020208

By:

Demmel, James W.;
Higham, Nicholas J.;
Schreiber, Robert S.

Publication type:

Article

Closed form modeling of evolutionary rates by exponential Brownian functionals.

Published in:

Journal of Mathematical Biology, 2015, v. 71, n. 6/7, p. 1387, doi. 10.1007/s00285-015-0863-6

By:

Privault, Nicolas;
Guindon, Stéphane

Publication type:

Article

A hypothesis test for the domain of attraction of a random variable.

Published in:

ESAIM: Probability & Statistics, 2024, v. 28, p. 292, doi. 10.1051/ps/2024010

By:

Olivero, Héctor;
Talay, Denis

Publication type:

Article

Restricted maximum of non-intersecting Brownian bridges.

Published in:

ESAIM: Probability & Statistics, 2024, v. 28, p. 258, doi. 10.1051/ps/2024007

By:

Yalanda, Yamit;
Zalduendo, Nicolás

Publication type:

Article

CONVERGENCE OF NON-LINEAR FUNCTIONALS OF SMOOTHED EMPIRICAL PROCESSES AND KERNEL DENSITY ESTIMATES.

Published in:

Statistics, 2003, v. 37, n. 1, p. 1

By:

Berzin, Corinne;
León, José R.;
Ortega, Joaquín

Publication type:

Article

A robust test for homoscedasticity in nonparametric regression.

Published in:

Journal of Nonparametric Statistics, 2010, v. 22, n. 6, p. 723, doi. 10.1080/10485250903388894

By:

Dette, Holger;
Marchlewski, Mareen

Publication type:

Article

A nonparametric test for the change of the density function under association.

Published in:

Journal of Nonparametric Statistics, 2007, v. 19, n. 1, p. 1, doi. 10.1080/10485250601162245

By:

Degui Li;
Zhengyan Lin

Publication type:

Article

Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data.

Published in:

Journal of Nonparametric Statistics, 2003, v. 15, n. 6, p. 719, doi. 10.1080/10485250310001638102

By:

Rao, Jammalamadaka S.;
Taufer, Emanuele

Publication type:

Article

Mean and variance of Brownian motion with given final value, maximum and argmax.

Published in:

Stochastic Models, 2021, v. 37, n. 4, p. 679, doi. 10.1080/15326349.2021.1962724

By:

Riedel, Kurt

Publication type:

Article

On the First Time that a 3-D Bessel Bridge Hits a Boundary.

Published in:

Stochastic Models, 2012, v. 28, n. 4, p. 649, doi. 10.1080/15326349.2012.726046

By:

Hernandez-del-Valle, Gerardo

Publication type:

Article

A Direct Test for Changing Trend.

Published in:

Journal of Business & Economic Statistics, 1992, v. 10, n. 3, p. 289, doi. 10.2307/1391543

By:

Chia-Shang James Chu;
White, Halbert

Publication type:

Article

A Convergence Model of the Term Structure of Interest Rates*.

Published in:

Review of Finance, 2010, v. 14, n. 4, p. 727, doi. 10.1093/rof/rfn030

By:

AJEVSKIS, VIKTORS;
VITOLA, KRISTINE

Publication type:

Article

Conservation of Total Vorticity for a 2D Stochastic Navier Stokes Equation.

Published in:

Advances in Mathematical Physics, 2011, p. 1, doi. 10.1155/2011/862186

By:

Kotelenez, Peter M.;
Seadler, Bradley T.

Publication type:

Article

Wolves adapt territory size, not pack size to local habitat quality.

Published in:

Journal of Animal Ecology, 2015, v. 84, n. 5, p. 1177, doi. 10.1111/1365-2656.12366

By:

Kittle, Andrew M.;
Anderson, Morgan;
Avgar, Tal;
Baker, James A.;
Brown, Glen S.;
Hagens, Jevon;
Iwachewski, Ed;
Moffatt, Scott;
Mosser, Anna;
Patterson, Brent R.;
Reid, Douglas E.B.;
Rodgers, Arthur R.;
Shuter, Jen;
Street, Garrett M.;
Thompson, Ian D.;
Vander Vennen, Lucas M.;
Fryxell, John M.;
Lele, Subhash

Publication type:

Article

Using dynamic Brownian bridge movement modelling to measure temporal patterns of habitat selection.

Published in:

Journal of Animal Ecology, 2014, v. 83, n. 5, p. 1234, doi. 10.1111/1365-2656.12205

By:

Byrne, Michael E.;
Clint McCoy, J.;
Hinton, Joseph W.;
Chamberlain, Michael J.;
Collier, Bret A.;
Childs, Dylan

Publication type:

Article

Using dynamic Brownian Bridge Movement Models to identify home range size and movement patterns in king cobras.

Published in:

PLoS ONE, 2018, v. 13, n. 9, p. 1, doi. 10.1371/journal.pone.0203449

By:

Silva, Inês;
Crane, Matthew;
Suwanwaree, Pongthep;
Strine, Colin;
Goode, Matt

Publication type:

Article

Kendall's tau-based inference for gradually changing dependence structures.

Published in:

Statistical Papers, 2024, v. 65, n. 4, p. 2033, doi. 10.1007/s00362-023-01471-8

By:

Lemyre, Félix Camirand;
Quessy, Jean-François

Publication type:

Article

A weighted U-statistic based change point test for multivariate time series.

Published in:

Statistical Papers, 2023, v. 64, n. 3, p. 753, doi. 10.1007/s00362-022-01341-9

By:

Hu, Junwei;
Wang, Lihong

Publication type:

Article

A general pattern of asymptotic behavior of the R/S statistics for linear processes.

Published in:

Statistical Papers, 2015, v. 56, n. 1, p. 191, doi. 10.1007/s00362-013-0574-2

By:

Zheng, Fa-mei;
Zang, Qing-pei

Publication type:

Article

Selection of tuning parameters in bridge regression models via Bayesian information criterion.

Published in:

Statistical Papers, 2014, v. 55, n. 4, p. 1207, doi. 10.1007/s00362-013-0561-7

By:

Kawano, Shuichi

Publication type:

Article

An ANOVA-type test for multiple change points.

Published in:

Statistical Papers, 2014, v. 55, n. 4, p. 1159, doi. 10.1007/s00362-013-0559-1

By:

Al-Kandari, Noriah;
Aly, Emad-Eldin

Publication type:

Article

Effective diffusivities in periodic KPZ.

Published in:

Probability Theory & Related Fields, 2024, v. 190, n. 3/4, p. 1007, doi. 10.1007/s00440-024-01297-x

By:

Gu, Yu;
Komorowski, Tomasz

Publication type:

Article

Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem.

Published in:

Empirical Economics, 1989, v. 14, n. 2, p. 105, doi. 10.1007/BF01980590

By:

Leybourne, S. J.;
McCabe, B. P. M.

Publication type:

Article

Integral functionals for the exponential of the wiener process and the Brownian bridge: Exact asymptotics and legendre functions.

Published in:

Mathematical Notes, 2012, v. 92, n. 1/2, p. 79, doi. 10.1134/S0001434612070103

By:

Fatalov, V.

Publication type:

Article

Some measures on the set of piecewise smooth circle homeomorphisms and related representations of the circle diffeomorphism group.

Published in:

Mathematical Notes, 2010, v. 88, n. 5/6, p. 898, doi. 10.1134/S0001434610110325

By:

Dosovitskii, A.

Publication type:

Article

Constructing a Brownian Sheet with Values in a Compact Riemannian Manifold.

Published in:

Mathematical Notes, 2004, v. 76, n. 3/4, p. 590, doi. 10.1023/B:MATN.0000043490.58564.25

By:

Shamarova, É. Yu.

Publication type:

Article

Spring migration strategies of Anas platyrhynchos (Mallard) necessitate individual time-energy trade-offs despite wintering origins or migratory destinations.

Published in:

Ornithology (Oxford University Press), 2025, v. 142, n. 1, p. 1, doi. 10.1093/ornithology/ukae044

By:

Masto, Nicholas M;
Blake-Bradshaw, Abigail G;
Highway, Cory J;
Keever, Allison C;
Feddersen, Jamie C;
Link, Paul T;
Hagy, Heath M;
Osborne, Douglas C;
Cohen, Bradley S

Publication type:

Article

Asymptotically Optimal Dynamic Pricing for Network Revenue Management.

Published in:

Stochastic Systems, 2012, v. 2, n. 2, p. 232, doi. 10.1287/12-SSY062

By:

Atar, Rami;
Reiman, Martin I.

Publication type:

Article

Quasi Sure p-Variation of Fractional Brownian Sheet.

Published in:

Stochastic Analysis & Applications, 2006, v. 24, n. 6, p. 1223, doi. 10.1080/07362990600959422

By:

Guilan Cao;
Kai He

Publication type:

Article

An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet.

Published in:

Stochastic Analysis & Applications, 2006, v. 24, n. 5, p. 973, doi. 10.1080/07362990600870082

By:

Yoon Tae Kim

Publication type:

Article

Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2.

Published in:

Stochastic Analysis & Applications, 2006, v. 24, n. 2, p. 427, doi. 10.1080/07362990500522460

By:

León, Jorge A.;
Nualart, David

Publication type:

Article

Contrasting habitat use and conservation status of Chinese-wintering and other Eurasian Greater White-fronted Goose (Anser albifrons) populations.

Published in:

Avian Research, 2021, v. 12, n. 1, p. 1, doi. 10.1186/s40657-021-00306-0

By:

Deng, Xueqin;
Zhao, Qingshan;
Zhang, Junjian;
Kölzsch, Andrea;
Solovyeva, Diana;
Bysykatova-Harmey, Inga;
Xu, Zhenggang;
Kruckenberg, Helmut;
Cao, Lei;
Fox, Anthony David

Publication type:

Article

Climate and Dispersal Ability Limit Future Habitats for Gila Monsters in the Mojave Desert.

Published in:

Ecology & Evolution (20457758), 2025, v. 15, n. 3, p. 1, doi. 10.1002/ece3.71008

By:

Hromada, Steven J.;
Jones, Jason L.;
Stalker, Jocelyn B.;
Wood, Dustin A.;
Vandergast, Amy G.;
Tracy, C. Richard;
Gienger, C. M.;
Nussear, Kenneth E.

Publication type:

Article

Tests of Short Memory With Thick-Tailed Errors.

Published in:

Journal of Business & Economic Statistics, 2012, v. 30, n. 3, p. 381, doi. 10.1080/07350015.2012.669668

By:

Amsler, Christine;
Schmidt, Peter

Publication type:

Article

Crossing Latitudes—Long-Distance Tracking of an Apex Predator.

Published in:

PLoS ONE, 2015, v. 10, n. 2, p. 1, doi. 10.1371/journal.pone.0116916

By:

Ferreira, Luciana C.;
Thums, Michele;
Meeuwig, Jessica J.;
Vianna, Gabriel M. S.;
Stevens, John;
McAuley, Rory;
Meekan, Mark G.

Publication type:

Article

Dynamic Approach to Space and Habitat Use Based on Biased Random Bridges.

Published in:

PLoS ONE, 2011, v. 6, n. 1, p. 1, doi. 10.1371/journal.pone.0014592

By:

Benhamou, Simon

Publication type:

Article

Adaptive Lévy Walks in Foraging Fallow Deer.

Published in:

PLoS ONE, 2009, v. 4, n. 8, p. 1, doi. 10.1371/journal.pone.0006587

By:

Focardi, Stefano;
Montanaro, Paolo;
Pecchioli, Elena

Publication type:

Article

Increased occurrence of Egyptian vultures in Crete: exploring movement patterns and potential for wintering.

Published in:

Ethology Ecology & Evolution, 2024, v. 36, n. 6, p. 663, doi. 10.1080/03949370.2024.2387563

By:

Bounas, Anastasios;
Georgopoulou, Elisavet;
Arkumarev, Volen;
Liapakis, Spiros;
Samaritakis, Nikos;
Vavylis, Dimitrios;
Dobrev, Dobromir;
Dobrev, Vladimir;
Sotiropoulos, Konstantinos;
Xirouchakis, Stavros;
Nikolov, Stoyan;
Saravia-Mullin, Victoria

Publication type:

Article

Weighting Cusums for Increased Power Near the End Points.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 379, doi. 10.1007/s11009-011-9249-4

By:

Withers, Christopher;
Nadarajah, Saralees

Publication type:

Article

A Factorisation of Diffusion Measure and Finite Sample Path Constructions.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 85, doi. 10.1007/s11009-007-9060-4

By:

Beskos, Alexandros;
Papaspiliopoulos, Omiros;
Roberts, Gareth O.

Publication type:

Article

Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 4, p. 483, doi. 10.1007/s11009-006-9006-2

By:

Stramer, Osnat;
Yan, Jun

Publication type:

Article

A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance.

Published in:

Methodology & Computing in Applied Probability, 2006, v. 8, n. 3, p. 321, doi. 10.1007/s11009-006-9749-9

By:

Necir, Abdelhakim

Publication type:

Article

Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend.

Published in:

Methodology & Computing in Applied Probability, 2003, v. 5, n. 3, p. 271, doi. 10.1023/A:1026242019110

By:

Bischoff, Wolfgang;
Miller, Frank;
Hashorva, Enkelejd;
Hüsler, Jürg

Publication type:

Article

Extremes of Gaussian Processes with Maximal Variance near the Boundary Points.

Published in:

Methodology & Computing in Applied Probability, 2000, v. 2, n. 3, p. 255, doi. 10.1023/A:1010029228490

By:

Hashorva, Enkelejd;
Hüsler, Jürg

Publication type:

Article

The Distribution of the Sojourn Time for the Brownian Excursion.

Published in:

Methodology & Computing in Applied Probability, 1999, v. 1, n. 1, p. 7, doi. 10.1023/A:1010060107265

By:

Takács, Lajos

Publication type:

Article

High extrema of Gaussian chaos processes.

Published in:

Extremes, 2016, v. 19, n. 2, p. 253, doi. 10.1007/s10687-016-0239-3

By:

Piterbarg, Vladimir

Publication type:

Article

A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate.

Published in:

Computational Economics, 2024, v. 63, n. 5, p. 2069, doi. 10.1007/s10614-023-10394-3

By:

Kim, Sangkwon;
Lyu, Jisang;
Lee, Wonjin;
Park, Eunchae;
Jang, Hanbyeol;
Lee, Chaeyoung;
Kim, Junseok

Publication type:

Article

Exact Small Ball Constants for Some Gaussian Processes under the L<sup>2</sup>-Norm.

Published in:

Journal of Mathematical Sciences, 2005, v. 128, n. 1, p. 2493, doi. 10.1007/s10958-005-0197-9

By:

Beghin, L.;
Nikitin, Ya.;
Orsingher, E.

Publication type:

Article

Super-Brownian Local Time: a Representation and Two Applications.

Published in:

Journal of Mathematical Sciences, 2004, v. 121, n. 5, p. 2653, doi. 10.1023/B:JOTH.0000027031.49471.ca

By:

López-Mimbela, J. A.;
Villa, J.

Publication type:

Article

Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction.

Published in:

Management Science, 2013, v. 59, n. 2, p. 376, doi. 10.1287/mnsc.1120.1568

By:

Xiaoqun Wang;
Ken Seng Tan

Publication type:

Article