Open AccessSome asymptotic properties of the hybrids of empirical and partial-sum processes
Author(s) -
Sergio Alvarez-Andrade
Publication year - 2008
Publication title -
revista matemática iberoamericana
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.569
H-Index - 52
eISSN - 2235-0616
pISSN - 0213-2230
DOI - 10.4171/rmi/528
Subject(s) - hybrid , mathematics , statistical physics , mathematical economics , biology , physics , botany
The motivation of this paper is to study some properties of the local times (when it exists) of the hybrids of empirical and partial-sum processes defined by Ān(t) = ∑ 1≤i≤n H(Xi)1{Xi≤t} i, −∞ < t < ∞, namely by using knowing results on empirical process and Brownian local times.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom