Asymptotic normality of numbers of observations near order statistics from stationary processes

Krzysztof Jasiński

Statistics & Probability Letters, 2016, vol. 119, issue C, 259-263

Abstract: This paper is concerned with asymptotic normality of numbers of observations near order statistics. For some type of discontinuous marginal distributions, we extend knowing results to strictly stationary and ergodic observations satisfying an extra condition which guarantees some local independence.

Keywords: Central limit theorems; Extreme, intermediate, and central order statistics; Near order statistic observations; Stationary processes; α-mixing condition (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.08.014

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