A note on weak convergence of mean residual life of stationary mixing random variables

For a sequence of strictly stationary uniform or strong mixing we estimate the mean residual time of the marginal distribution from the first n observations. Under appropriate conditions it is shown that the estimate converges weakly to a well-defined Gaussian process even when the sample size is random.

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Year of publication:	1983
Authors:	Ahmad, Ibrahim A.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 14.1983, 2, p. 201-208
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10008873877