Weighted Approximations to Continuous Time Martingales with Applications

DOI10.1111/1467-9469.00150zbMath0946.60032OpenAlexW2056541000MaRDI QIDQ4939933

Erich Haeusler, David M. Mason

Publication date: 1 March 2000

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00150

zbMATH Keywords

Wiener processweighted empirical processuniform empirical processuniform empirical distribution functionweighted approximation methodology

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Martingales with continuous parameter (60G44)

Related Items (7)

General tests of conditional independence based on empirical processes indexed by functions ⋮ Asymptotic results for hybrids of empirical and partial sums processes ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Some asymptotic properties of the hybrids of empirical and partial-sum processes ⋮ On the hybrids of \(k\)-spacing empirical and partial sum processes ⋮ Permutation principles for the change analysis of stochastic processes under strong invariance ⋮ On Complete Convergence for the Hybrid Process

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