approximation presented here is based on the weak convergence of stochastic processes, which enables one to replace the original …

We present general conditions for the weak convergence of a discrete-time additive scheme to a stochastic process with …

We present general conditions for the weak convergence of a discrete-time additive scheme to a stochastic process with …

. Consequently, the conventional approaches to proofs of bootstrap consistency, based on the notion of weak convergence in … probability of the bootstrap statistic, fail to deliver the required validity results. Instead, we use the concept of `weak … convergence in distribution' to develop and establish novel conditions for validity of the wild bootstrap, conditional on the …

severity data are assumed to follow a heavy-tailed law (in that only the first moment is assumed to exist). By using the weak … convergence of compound renewal processes to a-stable Lévy motion, we derive such weak approximations. Their applicability is then …

topology of weak convergence on the space of Borel measures is metrizable by both the Prohorov metric and the bounded Lipschitz …