On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
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Publication:900567
DOI10.1016/j.spl.2015.07.032zbMath1384.60082arXiv1410.8050OpenAlexW1767913266MaRDI QIDQ900567
Publication date: 22 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.8050
Hermite polynomialempirical processgoodness-of-fitlong range dependencestable distributionKolmogorov-Smirnov
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)
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