Asymptotic results for hybrids of empirical and partial sums processes

DOI10.1007/S00362-013-0557-3zbMATH Open1298.62072OpenAlexW2083947137MaRDI QIDQ465638FDOQ465638

Authors: Sergio Alvarez-Andrade, Salim Bouzebda

Publication date: 24 October 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0557-3

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Gaussian process empirical processes convergence rates complete moment convergence partial sums precise asymptotics strong approximations Baum-Katz weighted bootstrap processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Cites Work

A rank statistics approach to the consistency of a general bootstrap
Title not available (Why is that?)
Exchangeably weighted bootstraps of the general empirical process
Nonparametric model checks for time series
Title not available (Why is that?)
Title not available (Why is that?)
Precise asymptotics in the Baum-Katz and Davis laws of large numbers
A general law of moment convergence rates for uniform empirical process
Convergence Rates in the Law of Large Numbers
Complete Convergence and the Law of Large Numbers
Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
General laws of precise asymptotics for sums of random variables
Title not available (Why is that?)
Title not available (Why is that?)
Approximations for hybrids of empirical and partial sums processes
Precise asymptotics -- a general approach
Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process
A nonparametric test for the regression function: Asymptotic theory
On the strong approximation of bootstrapped empirical copula processes with applications
Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
Approximations for weighted bootstrap processes with an application
Approximations for a multivariate hybrid process with applications to change-point detection
Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
The power of bootstrap based tests for parameters in cointegrating regressions
Bootstrap for generalized linear models
Some asymptotic behaviour of the bootstrap estimates on a finite sample
Variance estimation and change point detection for the hybrids of empirical and partial-sum processes
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
Weighted Approximations to Continuous Time Martingales with Applications
Precise asymptotics for complete moment convergence of \(U\)-statistics of i.i.d. random variables
On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods
A supplement to the Baum-Katz-Spitzer complete convergence theorem

Cited In (9)

On complete convergence for the hybrid process
Title not available (Why is that?)
Asymptotic results for empirical and partial-sum processes: A review
On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates
On almost sure central limit theorem for hybrids of empirical and partial sums processes
Almost sure central limit theorem for the hybrid process
Some asymptotic properties of the hybrids of empirical and partial-sum processes
On the hybrids of \(k\)-spacing empirical and partial sum processes
The Bahadur representation for empirical and smooth quantile estimators under association

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