Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes-Reference-Cited by-同舟云学术

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Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes

Published:1990-11 Issue:2 Volume:35 Page:186-202
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Hesse C.H.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference20 articles.

1. On deviations between empirical and quantile processes for mixing random variables;Babu;J. Multivariate Anal.,1978

2. An estimate concerning the Kolmogorov limit distribution;Chung;Trans. Amer. Math. Soc.,1949

3. Limit behavior of the empirical characteristic function;Csörgő;Ann. Probab.,1981

4. Testing by the empirical characteristic function: A survey;Csörgő,1983

Cited by 8 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. Conformal Prediction for Time Series;IEEE Transactions on Pattern Analysis and Machine Intelligence;2023

2. Distribution function estimation via Bernstein polynomial of random degree;Metrika;2015-06-26

3. Testing for independence in heavy-tailed time series using the codifference function;Computational Statistics & Data Analysis;2009-10

4. Estimating the codifference function of linear time series models with infinite variance;Metrika;2009-09-30

5. Limit theorems for functionals of moving averages;The Annals of Probability;1997-10-01

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