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A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events - MaRDI portal

A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events (Q3727063)

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A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events
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    A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events (English)
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    1986
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    additively distributive statistic
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    weak convergence
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    Ito process
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    empirical distribution function
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    Brownian bridge
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