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Limit behaviour of the empirical characteristic function - MaRDI portal

Limit behaviour of the empirical characteristic function (Q1149166)

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scientific article; zbMATH DE number 3709308
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English
Limit behaviour of the empirical characteristic function
scientific article; zbMATH DE number 3709308

    Statements

    Limit behaviour of the empirical characteristic function (English)
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    1981
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    empirical characteristic process
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    stochastic integral
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    continuity of a Gaussian process
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    Fernique inequality
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    convergence rates
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    Strassen-type log log law
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    Fernique-Marcus-Shepp theorem
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