The first zero of an empirical characteristic function

C. R. Heathcote and J. Hüsler

Stochastic Processes and their Applications, 1990, vol. 35, issue 2, 347-360

Abstract: We deal with the distribution of the first zero Rn of the real part of the empirical characteristic function related to a random variable X. Depending on the behaviour of the theoretical real part of the underlying characteristic function, several cases have to be considered. For most of the interesting cases we derive the limit distribution of Rn, and in some other cases we state a weaker limit law.

Keywords: empirical; characteristic; function; Gaussian; limit; distribution; of; first; zero (search for similar items in EconPapers)
Date: 1990
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