On the Local Time of the Weighted Bootstrap and Compound Empirical Processes

被引：4

作者：

Alvarez-Andrade, Sergio ^{[1
]}

Bouzebda, Salim ^{[1
]}

机构：

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

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2015年 / 33卷 / 04期

关键词：

Local time; Brownian bridge; Best approximation; Empirical process; Weighted bootstrap; Strong approximation; 62G30; 60F17; 62F40; 62G07; 60F15; 60J55; ASYMPTOTIC PROPERTIES; ITERATED LOGARITHM; PARTIAL-SUMS; APPROXIMATIONS; HYBRIDS;

D O I：

10.1080/07362994.2015.1024854

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This article is mainly concerned with the local times of the weighted bootstrap process. We prove a strong approximation theorem for the local time of the weighted bootstrap process by the local time of a Brownian bridge. We consider also the local time of the compound empirical processes that can be seen, asymptotically, as the local time of the convolution of two independent Gaussian processes.

引用

页码：609 / 629

页数：21

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