Weak convergence of sequences of first passage processes and applications

DOI10.1016/0304-4149(96)00054-3zbMath0863.62029OpenAlexW2066227528WikidataQ29306234 ScholiaQ29306234MaRDI QIDQ678383

Madan Lal Puri, Stefan S. Ralescu

Publication date: 17 April 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(96)00054-3

zbMATH Keywords

weak convergenceBahadur representationempirical processes\(U\)-statisticsfirst passage processesintegrated kernel quantiles

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (3)

Direct density estimation of \(L\)-estimates via characteristic functions with applications ⋮ On the smoothed bootstrap ⋮ Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables

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