AbstractWe prove the weak convergence of the empirical process of c(n)-close pairs. The limit is always Gaussian, but its form depends on c(n) and the distribution of the observations
Let Xn, n=1, be an associated and strictly stationary sequence of random variables, having marginal ...
AbstractLet {ɛn1,...,ɛnn;n⩾1} be a sequence of series of random variables that are independently and...
AbstractLet X1,X2,X3,… be independent d-dimensional variables with common density function f. Let Ri...
AbstractLet ω1, ω2, … be a sequence of i.i.d. r.v. with Eω1 ≠ 0 and Var ωi < ∞, with common distribu...
Consider the stationary sequence X 1 = G ( Z 1 ), X 2 = G ( Z 2 ),..., where G (·) is an arbitrary B...
AbstractWe approximate the empirical process, based on multivariate random samples with an arbitrary...
AbstractWe consider the local empirical process indexed by sets, a substantial generalization of the...
AbstractThe existence of a Gaussian measure W on C([0, 1]2) with EW(x(s1,t1)·x(s2,t2))=min(s1,s2)·mi...
AbstractSufficient conditions are found for the weak convergence of a weighted empirical process {(ν...
AbstractEmpirical processes of U-statistic structure indexed by Vapnik-Chervonenkis classes of sets ...
AbstractWe present a functional limit theorem for the empirical level-crossing behaviour of a statio...
AbstractAssuming that {(Un,Vn)} is a sequence of càdlàg processes converging in distribution to (U,V...
This extract is taken from the author's original manuscript and has not been reviewed or edited. Th...
AbstractThe empirical characteristic function process with estimated parameters is approximated by a...
A classical limit theorem of stochastic process theory concerns the sample cumulative distribution f...
Let Xn, n=1, be an associated and strictly stationary sequence of random variables, having marginal ...
AbstractLet {ɛn1,...,ɛnn;n⩾1} be a sequence of series of random variables that are independently and...
AbstractLet X1,X2,X3,… be independent d-dimensional variables with common density function f. Let Ri...
AbstractLet ω1, ω2, … be a sequence of i.i.d. r.v. with Eω1 ≠ 0 and Var ωi < ∞, with common distribu...
Consider the stationary sequence X 1 = G ( Z 1 ), X 2 = G ( Z 2 ),..., where G (·) is an arbitrary B...
AbstractWe approximate the empirical process, based on multivariate random samples with an arbitrary...
AbstractWe consider the local empirical process indexed by sets, a substantial generalization of the...
AbstractThe existence of a Gaussian measure W on C([0, 1]2) with EW(x(s1,t1)·x(s2,t2))=min(s1,s2)·mi...
AbstractSufficient conditions are found for the weak convergence of a weighted empirical process {(ν...
AbstractEmpirical processes of U-statistic structure indexed by Vapnik-Chervonenkis classes of sets ...
AbstractWe present a functional limit theorem for the empirical level-crossing behaviour of a statio...
AbstractAssuming that {(Un,Vn)} is a sequence of càdlàg processes converging in distribution to (U,V...
This extract is taken from the author's original manuscript and has not been reviewed or edited. Th...
AbstractThe empirical characteristic function process with estimated parameters is approximated by a...
A classical limit theorem of stochastic process theory concerns the sample cumulative distribution f...
Let Xn, n=1, be an associated and strictly stationary sequence of random variables, having marginal ...
AbstractLet {ɛn1,...,ɛnn;n⩾1} be a sequence of series of random variables that are independently and...
AbstractLet X1,X2,X3,… be independent d-dimensional variables with common density function f. Let Ri...
DOI
Add to ORKG