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

被引：0

作者：

Alvarez-Andrade, Sergio ^{[1
]}

机构：

[1] Univ Technol Compiegne, Lab Mathemat Appl Compiegne, F-60205 Compiegne, France

来源：

REVISTA MATEMATICA IBEROAMERICANA | 2008年 / 24卷 / 01期

关键词：

local times; compensated Poisson process; hybrids of empirical and partial-sum processes; Brownian motion;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The motivation of this paper is to study some properties of the local times (when it exists) of the hybrids of empirical and partial-sum processes defined by (A) over bar (n)(t) = Sigma(1 <= i <= n) H(X-i)1({Xi <= t})epsilon(i), -infinity < t < infinity, namely by using knowing results on empirical process and Brownian local times.

引用

页码：31 / 41

页数：11

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