Weak convergence of the empirical characteristic function
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Publication:1154725
DOI10.1214/AOP/1176994461zbMATH Open0465.60008OpenAlexW2001597786MaRDI QIDQ1154725FDOQ1154725
Authors: Michael B. Marcus
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/1176994461
central limit theoremempirical characteristic functionempirical distribution theoremsubgaussian processes
Cited In (24)
- Some results concerning symmetric distributions
- Weak Convergence of the Empirical Characteristic Function
- The first zero of an empirical characteristic function
- Kernel-transformed empirical processes
- Diagnostic procedures for spherically symmetric distributions
- Specification tests for the error distribution in GARCH models
- Multivariate functional least squares
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
- Implementing empirical characteristic function procedures
- Testing for spherical symmetry via the empirical characteristic function
- Estimation of quadratic functionals of a density
- A multivariate empirical characteristic function test of independence with normal marginals
- On the estimation of the characteristic function in finite populations with applications
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
- Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique
- Strong approximation of empirical Kac processes
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
- A note on scale estimates based on the empirical characteristic function and their application to test for normality
- On the non-consistency of an estimate of Chiu
- On statistical transform methods and their efficiency
- On Hoffmann-Jørgensen-type inequalities for outer expectations with applications
- Characteristic function-based semiparametric inference for skew-symmetric models
- An omnibus test for the two-sample problem using the empirical characteristic function
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