Weak convergence of the sequential empirical processes of residuals in TAR models
β Scribed by Li, Dong
- Book ID
- 125371786
- Publisher
- SP Science China Press
- Year
- 2013
- Tongue
- English
- Weight
- 204 KB
- Volume
- 57
- Category
- Article
- ISSN
- 1674-7283
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π SIMILAR VOLUMES
The Brownian bridge is well known to have Hrlder continuous sample paths with exponent c~ < 1/2 with probability one and to be the weak limit in C[0, 1] of the smoothed empirical process based on the empirical frequencies polygon. We propose to extend this weak convergence to Hrlder spaces. A genera
The weak convergence of the empirical process of strong mixing or associated random variables is studied in LP(0, 1 ). We find minimal rates of convergence to zero of the mixing coefficients or the covariances, in either case, supposing stationarity of the underlying variables. The rates obtained im