On convergence of empirical point processes

Youri Davydov and Vladimir Egorov

Statistics & Probability Letters, 2006, vol. 76, issue 17, 1836-1844

Abstract: A new approach to the study of asymptotic behavior of truncated sumsis proposed, where (An)[short up arrow] is an increasing sequence of sets and (Xi) are i.i.d. random vectors from the domain of attraction of a stable law. This approach is based on the investigation of weak convergence (more strong than usual) for empirical point processes associated with the vectors (Xi).

Keywords: Empirical; processes; Point; processes; Stable; distributions; Truncated; sums; Weak; convergence (search for similar items in EconPapers)
Date: 2006
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