Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
โ Scribed by Pranab Kumar Sen
- Publisher
- Springer
- Year
- 1972
- Tongue
- English
- Weight
- 482 KB
- Volume
- 25
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let \(\hat{F}_{n}\) be an estimator obtained by integrating a kernel type density estimator based on a random sample of size \(n\) from smooth distribution function \(F\). A central limit theorem is established for the target statistic \(\hat{F}_{n}\left(U_{n}\right)\) where the underlying random va
In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo