Empirical quantile central limit theorems for some self-similar processes
DOI10.1007/s10959-013-0511-2zbMath1342.60034arXiv1308.4194OpenAlexW1975729214MaRDI QIDQ2346983
Publication date: 26 May 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.4194
fractional Brownian motionempirical processesself-similar processescentral limit theoremsempirical quantile processes
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
Related Items (4)
Cites Work
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