A note on weak convergence of mean residual life of stationary mixing random variables

Ibrahim A. Ahmad

Stochastic Processes and their Applications, 1983, vol. 14, issue 2, 201-208

Abstract: For a sequence of strictly stationary uniform or strong mixing we estimate the mean residual time of the marginal distribution from the first n observations. Under appropriate conditions it is shown that the estimate converges weakly to a well-defined Gaussian process even when the sample size is random.

Date: 1983
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