Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/95307 
Erscheinungsjahr: 
2010
Schriftenreihe/Nr.: 
Quaderni di Dipartimento No. 132
Verlag: 
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), Pavia
Zusammenfassung: 
Empirical processes for non ergodic data are investigated under uniform distance. Some CLTs, both uniform and non uniform, are proved. In particular, conditions for Bn = n1/2) (µn - bn) and Cn = n1/2) (µn - an) to converge in distribution are given, where µn is the empirical measure, an the predictive measure, and bn = 1/n sum (ai) for i=0 to n-1. Such conditions can be applied to any adapted sequence of random variables. Various examples and a characterization of conditionally identically distributed sequences are given as well.
Schlagwörter: 
Conditional identity in distribution
empirical process
exchangeability
predictive measure
stable convergence
Dokumentart: 
Working Paper

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