Weak convergence of the empirical characteristic function
نویسندگان
چکیده
منابع مشابه
Weak Convergence of Stationary Empirical Processes
We offer an umbrella type result which extends the convergence of classical empirical process on the line to more general processes indexed by functions of bounded variation. This extension is not contingent on the type of dependence of the underlying sequence of random variables. As a consequence we establish the weak convergence for stationary empirical processes indexed by general classes of...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1985
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1985-0806089-1