Limit behaviour of the empirical characteristic function
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Publication:1149166
DOI10.1214/aop/1176994513zbMath0453.60025OpenAlexW2091311158MaRDI QIDQ1149166
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994513
convergence ratesstochastic integralFernique inequalitycontinuity of a Gaussian processempirical characteristic processFernique-Marcus-Shepp theoremStrassen-type log log law
Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Strong limit theorems (60F15) Sample path properties (60G17) Nonparametric inference (62G99)
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