Limit behaviour of the empirical characteristic function

convergence rates stochastic integral Fernique inequality continuity of a Gaussian process empirical characteristic process Fernique-Marcus-Shepp theorem Strassen-type log log law

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Nonparametric inference (62G99) Strong limit theorems (60F15) Sample path properties (60G17)

Cited In (68)

Testing distributional assumptions using a continuum of moments
Statistical methods of estimation and testing of hypotheses. Transl. from the Russian
Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
Diagnostic Procedures for Spherically Symmetric Distributions
The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests
Nonparametric estimation of the measurement error model using multiple indicators.
Some results concerning symmetric distributions
Testing for linearity
A homogeneity test for bivariate random variables
Testing for a class of bivariate exponential distributions
Weak Convergence of the Empirical Characteristic Function
The first zero of an empirical characteristic function
Strong approximations of some biometric estimates under random censorship
Goodness-of-fit tests based on empirical characteristic functions
Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
Kernel-transformed empirical processes
A consistent modification of a test for independence based on the empirical characteristic function
A bootstrap algorithm for the two-sample problem using trigonometric Hermite spline interpolation
The change-point problem for dependent observations
The weak approximation of the empirical characteristic function process when parameters are estimated
Specification tests for the error distribution in GARCH models
Multivariate functional least squares
Complex random energy model: zeros and fluctuations
Fast tests for the two-sample problem based on the empirical characteristic function
On the empirical characteristic function process of the residuals in GARCH models and applications
Tests of fit for normal inverse Gaussian distributions
Methods of characteristic functions in problems of statistical estimation by censored samples
Implementing empirical characteristic function procedures
Robust scale estimation based on the empirical characteristic function
Normality testing for a long-memory sequence using the empirical moment generating function
Testing for spherical symmetry via the empirical characteristic function
Estimation of quadratic functionals of a density
Asymptotic properties of a dimension-robust quadratic dependence measure
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
A multivariate empirical characteristic function test of independence with normal marginals
Multivariate characteristic functions and tail behaviour
Application of the empirical characteristic function to compare and estimate densities by pooling information
Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
On the estimation of the characteristic function in finite populations with applications
Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique
Strong approximation of empirical Kac processes
Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws
Comparison of estimators in stable models.
Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
Accuracy of the approximation of an empirical process by a Brownian bridge
Laws of large numbers for classes of functions
Empirical processes indexed by smooth functions
On properties of empirical and related random processes
Estimation and Calibration of Lévy Models via Fourier Methods
Asymptotic properties of nonparametric estimators of the characteristic function
A note on scale estimates based on the empirical characteristic function and their application to test for normality
Approximations for weighted bootstrap processes with an application
On the non-consistency of an estimate of Chiu
On statistical transform methods and their efficiency
On estimating the cumulant generating function of linear processes
On the errors involved in computing the empirical characteristic function
Specification tests in mixed effects models
Tests for conditional ellipticity in multivariate GARCH models
Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
Multivariate empirical characteristic functions
A test for the two-sample problem based on empirical characteristic functions
Applications of distance correlation to time series
Kernel estimation of a characteristic function
Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation
Characteristic function-based semiparametric inference for skew-symmetric models
The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
An omnibus test for the two-sample problem using the empirical characteristic function

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