Showing 1 - 10 of 175
For a sequence of partial sums ofd-dimensional independent identically distributed random vectors a corresponding multivariate renewal process is defined componentwise. Via strong invariance together with an extreme value limit theorem for Rayleigh processes, a number of weak asymptotic results...
Persistent link: https://www.econbiz.de/10005153167
The main objective for this paper is twofold. We first present a method for the derivation of an arbitrarily exact approximation to the distribution of Cramér-von Mises type functionals of any given Gaussian process X = {X(t): 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1}....
Persistent link: https://www.econbiz.de/10008875537
Persistent link: https://www.econbiz.de/10002968948
Persistent link: https://www.econbiz.de/10002969050
Persistent link: https://www.econbiz.de/10002969068
Persistent link: https://www.econbiz.de/10012191535
Persistent link: https://www.econbiz.de/10014621526
Persistent link: https://www.econbiz.de/10014621737
Persistent link: https://www.econbiz.de/10014621944
Persistent link: https://www.econbiz.de/10014622008