On invariant distribution function estimation for continuous-time stationary processes

DOI10.3150/bj/1130077600zbMath1084.62084OpenAlexW1978273607MaRDI QIDQ817978

Dominique Dehay

Publication date: 23 March 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1130077600

zbMATH Keywords

weak convergenceconsistencyasymptotic normalitycentral limit theoremstationary processmixing conditionconvergence in quadratic mean

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (1)

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing

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