Some asymptotic properties of the hybrids of empirical and partial-sum processes
Sergio Alvarez-Andrade
Université de Technologie de Compiègne, France
Abstract
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
namely by using knowing results on empirical process and Brownian local times.
Cite this article
Sergio Alvarez-Andrade, Some asymptotic properties of the hybrids of empirical and partial-sum processes. Rev. Mat. Iberoam. 24 (2008), no. 1, pp. 31–41
DOI 10.4171/RMI/528