Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes

C. H. Hesse

Journal of Multivariate Analysis, 1990, vol. 35, issue 2, 186-202

Abstract: This paper deals with uniform rates of convergence for the empirical distribution function and the empirical characteristic function for a broad class of stationary linear processes. In particular, the class X(n) = [Sigma]i=0[infinity] [delta](i) z(n-1) is considered under the conditions that (a) the disturbances z(n) are independent and identically distributed with a finite first absolute moment, (b) the distribution function F of X(n) has bounded density, and (c) the parameters [delta](i) are bounded in absolute value by some function g which satisfies [Sigma]i=1[infinity] ig(i)

Keywords: a.s.; convergence; empirical; distribution; function; empirical; characteristic; function; central; limit; theorem; infinite; variance; linear; process (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(90)90024-C
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:35:y:1990:i:2:p:186-202

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().