A CLT for empirical processes involving time-dependent data (Q1951690): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1008.2697 / rank | |||
Normal rank | |||
Revision as of 23:01, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CLT for empirical processes involving time-dependent data |
scientific article |
Statements
A CLT for empirical processes involving time-dependent data (English)
0 references
24 May 2013
0 references
The starting point is represented by sequence i.i.d. random variables. The corresponding empirical process and corresponding probabilities are formulated. The sufficient conditions for the empirical process are established to satisfy the CLT. Corollaries of the main result include examples of classical processes when CLT holds. The CLT fails for all sample continuous fractional Brownian motions, which are tied down at zero.
0 references
central limit theorem (CLT)
0 references
empirical processes
0 references
