Weak Convergence of a Certain Functional

DOI10.1137/S0040585X97979329MaRDI QIDQ4442878zbMATH OpenFDO

Authors V. M. Kruglov, G. N. Petrovskaya

Publication date 21 January 2004

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

Full work available at URL https://doi.org/10.1137/S0040585X97979329

zbMATH Keywords

convergence in probabilitydistribution functionrandom variableweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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(8)

• Convergence of a sequence of weakly regular set functions
• Weak convergence in \(L^1\) of the sequences of monotonic functions
• A note on unit root tests with heavy-tailed GARCH errors
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• Tauberian theorems for weak almost convergent functions

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