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Estimating conditional occupation‐time distributions for dependent sequences
Author(s) -
Dabrowski André Robert,
Dehling Herold
Publication year - 1996
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315689
Subject(s) - mathematics , weak convergence , conditional probability distribution , statistical physics , function (biology) , gaussian , convergence (economics) , conditional expectation , process (computing) , distribution (mathematics) , gaussian process , statistics , combinatorics , computer science , mathematical analysis , physics , computer security , evolutionary biology , economics , asset (computer security) , biology , economic growth , operating system , quantum mechanics
Consider a random integer‐valued process X ( t ) on Z + that satisfies some weak dependence condition. We study the empirical distribution function of the occupation times of such a process and prove convergence to a suitable Gaussian process. An application to the statistical analysis of open and closed sojourn‐time distributions for ion channels is provided.