Weak convergence of stochastic processes

BOOK CHAPTER published 2004 in Probability and its Applications

Authors: Dmitrii S. Silvestrov

Empirical processes and applications: an overview

JOURNAL ARTICLE published March 1996 in Bernoulli

Authors: Evarist Giné

Weak convergence and Glivenko-Cantelli results for empirical processes of u-statistic structure

JOURNAL ARTICLE published December 1989 in Stochastic Processes and their Applications

Authors: Wilhelm Schneemeier

Special weak Dirichlet processes and BSDEs driven by a random measure

JOURNAL ARTICLE published 1 November 2018 in Bernoulli

Authors: Elena Bandini | Francesco Russo

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

JOURNAL ARTICLE published 1 August 2004 in Bernoulli

Authors: Christian Francq | Jean-Michel Zakoïan

Convergence of scaled renewal processes and a packet arrival model

JOURNAL ARTICLE published 1 August 2003 in Bernoulli

Authors: Raimundas Gaigalas | Ingemar Kaj

Weak convergence of the tail empirical process for dependent sequences

JOURNAL ARTICLE published February 2009 in Stochastic Processes and their Applications

Authors: Holger Rootzén

Weak convergence for weighted empirical processes of dependent sequences

JOURNAL ARTICLE published 1 October 1996 in The Annals of Probability

Authors: Qi-Man Shao | Hao Yu

Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models

JOURNAL ARTICLE published 1 December 1994 in The Annals of Statistics

Authors: Jushan Bai

Weak Convergence of the Row Sums of a Triangular Array of Empirical Processes

BOOK CHAPTER published 1998 in High Dimensional Probability

Authors: Miguel A. Arcones

Dynamic spatial modelling of regional convergence processes

JOURNAL ARTICLE published December 2004 in Empirical Economics

Authors: Reinhold Kosfeld | Jorgen Lauridsen

Empirical Processes and Applications: An Overview

JOURNAL ARTICLE published March 1996 in Bernoulli

Authors: Evarist Giné | Evarist Gine

On the Weak Convergence of Empirical Processes in Sup-norm Metrics

JOURNAL ARTICLE published 1 August 1974 in The Annals of Probability

Authors: Neville E. O'Reilly

Empirical spectral processes for locally stationary time series

JOURNAL ARTICLE published 1 February 2009 in Bernoulli

Authors: Rainer Dahlhaus | Wolfgang Polonik

[Empirical Processes and Applications: An Overview]: Discussion

JOURNAL ARTICLE published March 1996 in Bernoulli

Authors: Jon A. Wellner

Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

JOURNAL ARTICLE published 1 November 2008 in Bernoulli

Authors: Kouji Yano

The Central Limit Theorem for Processes

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Stochastic Convergence

BOOK CHAPTER published 2023 in Weak Convergence and Empirical Processes

Authors: A. W. van der Vaart | Jon A. Wellner

Convergence of jump processes with stochastic intensity to Brownian motion with inert drift

JOURNAL ARTICLE published 1 May 2022 in Bernoulli

Authors: Clayton Barnes

Convergence of the empirical spectral distribution function of Beta matrices

JOURNAL ARTICLE published 1 August 2015 in Bernoulli

Authors: Zhidong Bai | Jiang Hu | Guangming Pan | Wang Zhou