Some asymptotic properties of the hybrids of empirical and partial-sum processes (Q935478)
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scientific article; zbMATH DE number 5307126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some asymptotic properties of the hybrids of empirical and partial-sum processes |
scientific article; zbMATH DE number 5307126 |
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Some asymptotic properties of the hybrids of empirical and partial-sum processes (English)
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6 August 2008
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Summary: 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 \[ \bar{A}_n(t)=\sum _{1\leq i \leq n} H(X_i)1_{\{X_i\leq t\}} \epsilon_i, - \infty < t < \infty , \] namely by using knowing results on empirical process and Brownian local times.
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local times
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compensated Poisson process
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hybrids of empirical and partial-sum processes
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Brownian motion
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