On convergence of empirical point processes

A new approach to the study of asymptotic behavior of truncated sumsis proposed, where (An)[short up arrow] is an increasing sequence of sets and (Xi) are i.i.d. random vectors from the domain of attraction of a stable law. This approach is based on the investigation of weak convergence (more strong than usual) for empirical point processes associated with the vectors (Xi).

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Year of publication:	2006
Authors:	Davydov, Youri ; Egorov, Vladimir
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 17, p. 1836-1844
Publisher:	Elsevier
Keywords:	Empirical processes Point processes Stable distributions Truncated sums Weak convergence

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

Persistent link: https://www.econbiz.de/10005254679