Asymptotic properties of nonparametric estimators of the characteristic function

DOI10.1007/BF01091441zbMath0587.62088OpenAlexW2001869638MaRDI QIDQ1072304

Yu. A. Koshevnik

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01091441

zbMATH Keywords

weak convergenceempirical characteristic functionGaussian random functionlocally uniform convergenceestimation of characteristic functions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (2)

Twisting adjoint module algebras ⋮ A Poincaré–Birkhoff–Witt theorem for generalized Lie color algebras

Cites Work

• Unnamed Item
• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions

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