The Single Jump Process with Some Statistical Applications

DOI10.1137/1129083zbMATH Open0601.60043OpenAlexW2077446918MaRDI QIDQ3736635FDOQ3736635

Authors: Robert J. Elliott, Ata N. Al-Hussaini 

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129083

zbMATH Keywords

functional central limit theoremGlivenko-Cantelli theoremweak convergence to the Brownian bridge

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

Cited In (5)

• Some test statistics based on the martingale term of the empirical distribution function
• Convergence of the empirical distribution to the poisson process
• On a transformation between distributions obeying the principle of a single big jump
• Extremal processes with one jump
• Title not available (Why is that?)

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