On the Convergence of Separable Statistics to a Wiener Process

DOI10.1137/1132020MaRDI QIDQ3806476zbMATH OpenOpenAlexFDO

Authors Robert Mnatsakanov

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1132020

zbMATH Keywords

decomposable statisticsempirical distribution functionfunctional central limit theorem for semimartingalessemimartingalesweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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(4)

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• On one property of the Wiener integral and its statistical application
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• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance

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