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Tightness and weak convergence for jump processes

✍ Scribed by Allan Gut; Svante Janson

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
87 KB
Volume
52
Category
Article
ISSN
0167-7152

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✦ Synopsis

The aim of this note is to extend tightness criteria for random measures and simple point processes to processes with general jump distributions.

πŸ“œ SIMILAR VOLUMES

Necessary and sufficient conditions for
Necessary and sufficient conditions for weak convergence of smoothed empirical processes
✍ Dragan RaduloviΔ‡; Marten Wegkamp πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 200 KB

Let X 1 ; : : : ; X n be a sequence of i.i.d. random variables with common distribution P on the real line. Assuming that P has a smooth density, we construct a histogram based estimator P n; H and establish weak convergence of the empirical process √ n(P n; H -P)(f) f∈F under sharp conditions. If