Some asymptotic properties of the hybrids of empirical and partial-sum processes

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