Weak Convergence of the Empirical Characteristic Function
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Cites work
- scientific article; zbMATH DE number 3883309 (Why is no real title available?)
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- Laws of large numbers for classes of functions
- Limit behaviour of the empirical characteristic function
- Weak convergence of the empirical characteristic function
Cited in
(11)- Some limit theorems for the empirical process indexed by functions
- Laws of the iterated logarithm for the empirical characteristic function
- A note on limit theorems for perturbed empirical processes
- Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing
- A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes
- scientific article; zbMATH DE number 88757 (Why is no real title available?)
- Nonparametric estimation for Lévy processes from low-frequency observations
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
- Efficient nonparametric inference for discretely observed compound Poisson processes
- Multiplicative deconvolution under unknown error distribution
- Pointwise and local uniform efficiency of the kernel estimator of the characteristic function
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