A note on tightness

Christian Genest, Kilani Ghoudi and Bruno Remillard ()

Statistics & Probability Letters, 1996, vol. 27, issue 4, 331-339

Abstract: This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

Keywords: Cadlag; processes; Tightness; Weak; convergence (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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