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 $$ \bar{A}_n(t)=\sum_{1\leq i \leq n} H(X_i)1_{\{X_i\leq t\}} \epsilon_i,
\quad - \infty #x003C; t #x003C; \infty , $$ namely by using knowing results on
empirical process and Brownian local times.
Publié le : 2008-04-15
Classification:
local times,
compensated Poisson process,
hybrids of empirical and partial-sum processes,
Brownian motion,
60J55,
60F15,
60F17,
62G30
@article{1216247094,
author = {Alvarez-Andrade , Sergio},
title = {Some asymptotic properties of the hybrids of empirical and
partial-sum processes},
journal = {Rev. Mat. Iberoamericana},
volume = {24},
number = {2},
year = {2008},
pages = { 31-41},
language = {en},
url = {http://dml.mathdoc.fr/item/1216247094}
}
Alvarez-Andrade , Sergio. Some asymptotic properties of the hybrids of empirical and
partial-sum processes. Rev. Mat. Iberoamericana, Tome 24 (2008) no. 2, pp. 31-41. http://gdmltest.u-ga.fr/item/1216247094/