A note on tightness

This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

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Year of publication:	1996
Authors:	Genest, Christian ; Ghoudi, Kilani ; Rémillard, Bruno
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 4, p. 331-339
Publisher:	Elsevier
Subject:	Cadlag processes Tightness Weak convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319712