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

  • Sergio Alvarez-Andrade

    Université de Technologie de Compiègne, France

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