AbstractThis paper proves a functional limit theorem for Stigler's result on the heavily trimmed sums of i.i.d. random variables. The limiting process will be expressed as a functional of a Kiefer process and we shall also see that it is a Brownian motion if and only if asymptotic normality holds
We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gau...
We consider a sequence of i.i.d. random variables, (ξ)=(ξi)i=0,1,2,⋯, Eξ0=0, Eξ02=1, and subordinate...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
AbstractThis paper proves a functional limit theorem for Stigler's result on the heavily trimmed sum...
For the partial sums (Sn) of independent random variables we define a stochastic process sn(t)colon,...
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence...
We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial...
We study the weak convergence in the space of processes constructed from products of sums of indepe...
Let {Xt,t≥1} be a moving average process defined byXt = ∞∑j=0bjξt-j , where {bj,j≥0} is a sequence o...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
A survey on functional limit theorems for compositions of stochastic processes is presented. Applica...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
Abstract. We prove an almost sure functional limit theorem for the product of partial sums of i.i.d....
The conditionally trimmed sums formed from an arbitrary i.i.d. sample are shown to satisfy both a pr...
Let $(S_n, n\ge 1)$ be a random walk satisfying $ES_1>0$ and $h$ be a Laplace transform of a non-neg...
We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gau...
We consider a sequence of i.i.d. random variables, (ξ)=(ξi)i=0,1,2,⋯, Eξ0=0, Eξ02=1, and subordinate...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
AbstractThis paper proves a functional limit theorem for Stigler's result on the heavily trimmed sum...
For the partial sums (Sn) of independent random variables we define a stochastic process sn(t)colon,...
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence...
We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial...
We study the weak convergence in the space of processes constructed from products of sums of indepe...
Let {Xt,t≥1} be a moving average process defined byXt = ∞∑j=0bjξt-j , where {bj,j≥0} is a sequence o...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
A survey on functional limit theorems for compositions of stochastic processes is presented. Applica...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
Abstract. We prove an almost sure functional limit theorem for the product of partial sums of i.i.d....
The conditionally trimmed sums formed from an arbitrary i.i.d. sample are shown to satisfy both a pr...
Let $(S_n, n\ge 1)$ be a random walk satisfying $ES_1>0$ and $h$ be a Laplace transform of a non-neg...
We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gau...
We consider a sequence of i.i.d. random variables, (ξ)=(ξi)i=0,1,2,⋯, Eξ0=0, Eξ02=1, and subordinate...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
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