Level crossings of the empirical process
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Publication:1201897
DOI10.1016/0304-4149(92)90066-YzbMath0762.60067MaRDI QIDQ1201897
Publication date: 17 January 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
empirical processempirical distribution functionBrownian bridge local timeuniform strong approximation theorem
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
On the Local Time of the Weighted Bootstrap and Compound Empirical Processes ⋮ Stochastic Airy semigroup through tridiagonal matrices ⋮ Some asymptotic properties of the hybrids of empirical and partial-sum processes ⋮ On some functional of the hybrid process in random scenery
Cites Work
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- On the character of convergence to Brownian local time. II
- On the number of crossings of empirical distribution functions
- How small are the increments of the local time of a Wiener process?
- An iterated logarithm law for local time
- A property of Brownian motion paths
- Random crossings of cumulative distribution functions
- On laws of the iterated logarithm for local times
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