A CLT for empirical processes involving time-dependent data (Q1951690): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:22, 5 March 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
