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
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.
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收藏
页码:31 / 41
页数:11
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