Some asymptotic properties of the hybrids of empirical and partial-sum processes

DOI10.4171/RMI/528zbMath1143.60326MaRDI QIDQ935478

Sergio Alvarez-Andrade

Publication date: 6 August 2008

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmi/1216247094

zbMATH Keywords

Brownian motionlocal timescompensated Poisson processhybrids of empirical and partial-sum processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (2)

On the Local Time of the Weighted Bootstrap and Compound Empirical Processes ⋮ On some functional of the hybrid process in random scenery

Cites Work

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• Some asymptotic properties of the local time of the uniform empirical process
• An embedding of compensated compound Poisson processes with applications to local times
• An iterated logarithm law for local time
• Weighted Approximations to Continuous Time Martingales with Applications

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