A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events
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Publication:3727063
DOI10.1137/1130081zbMath0595.60037OpenAlexW2027000004MaRDI QIDQ3727063
Publication date: 1986
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1130081
weak convergenceBrownian bridgeempirical distribution functionIto processadditively distributive statistic
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)
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