Weak Convergence of the Empirical Characteristic Function

DOI10.2307/2045821zbMath0607.60003OpenAlexW4229982553MaRDI QIDQ3746564

Joseph E. Yukich

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2045821

zbMATH Keywords

weak convergencecharacteristic functioncentral limit theoremempirical characteristic function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Convergence of probability measures (60B10)

Related Items (5)

Nonparametric estimation for Lévy processes from low-frequency observations ⋮ A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes ⋮ Efficient nonparametric inference for discretely observed compound Poisson processes ⋮ A note on limit theorems for perturbed empirical processes ⋮ Some limit theorems for the empirical process indexed by functions

Cites Work

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• Laws of large numbers for classes of functions
• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function

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