On a theorem of K. Schmidt

Richard C. Bradley

Statistics & Probability Letters, 1995, vol. 24, issue 1, 9-12

Abstract: Schmidt (1977) proved that if the family of distributions of the partial sums of a strictly stationary (say ergodic) random sequence is tight, then that sequence is a "coboundary". Here that result is generalized to nonstationary sequences.

Keywords: Random; sequence; Tightness; of; partial; sums (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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