Abstract
Let be the adjusted range of the cumulative sums of a sequence , where . Weak convergence results for random functions constructed from cumulative sums of {Xs
} are used to obtain the asymptotic distribution and moments of when {Xs
} are exchangeable, or symmetrically dependent, random variables.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The range of a simple random walk on ℤ;Advances in Applied Probability;1996-12
2. On functionals of the adjusted range process;Journal of Applied Probability;1987-03
3. On functionals of the adjusted range process;Journal of Applied Probability;1987-03