Weak convergence of the empirical characteristic function

From MaRDI portal
Publication:1154725

DOI10.1214/aop/1176994461zbMath0465.60008OpenAlexW2001597786MaRDI QIDQ1154725

Michael B. Marcus

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994461




Related Items (23)

Some results concerning symmetric distributionsOn the non-consistency of an estimate of ChiuFunctional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditionsMultivariate functional least squaresTesting for spherical symmetry via the empirical characteristic functionOn Hoffmann-Jørgensen-type inequalities for outer expectations with applicationsAn omnibus test for the two-sample problem using the empirical characteristic functionSpecification tests for the error distribution in GARCH modelsDecoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and applicationOn the estimation of the characteristic function in finite populations with applicationsStrong approximation of empirical Kac processesEstimation of quadratic functionals of a densityThe first zero of an empirical characteristic functionKernel-transformed empirical processesWeak Convergence of the Empirical Characteristic FunctionDiagnostic Procedures for Spherically Symmetric DistributionsOn the empirical characteristic function process of the residuals in GARCH models and applicationsA note on scale estimates based on the empirical characteristic function and their application to test for normalityA multivariate empirical characteristic function test of independence with normal marginalsCharacteristic Function-based Semiparametric Inference for Skew-symmetric ModelsOn statistical transform methods and their efficiencyImplementing empirical characteristic function procedures ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3956139 Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique]




This page was built for publication: Weak convergence of the empirical characteristic function