Some remarks on the uniform weak convergence of stochastic processes
From MaRDI portal
Publication:1916226
DOI10.1016/0167-7152(95)00080-1zbMath0864.60017OpenAlexW2064181085WikidataQ127517152 ScholiaQ127517152MaRDI QIDQ1916226
Publication date: 2 July 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00080-1
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Foundations of stochastic processes (60G05)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Limit theorems for \(U\)-processes
- The space D(A) and weak convergence for set-indexed processes
- Distributions related to linear bounds for the empirical distribution function
- Central limit theorems for empirical measures
- Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
- Functional laws of the iterated logarithm for local empirical processes indexed by sets
- The central limit theorem for stochastic processes
- Multiple integration with respect to Poisson and Lévy processes
- Measures on non-separable metric spaces
- Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
- Convergence of stochastic processes
This page was built for publication: Some remarks on the uniform weak convergence of stochastic processes