Weak Convergence and One-Sample Rank Statistics Under φ-mixing*
Canadian mathematical bulletin, Tome 18 (1975) no. 4, pp. 555-565

Voir la notice de l'article provenant de la source Cambridge

DOI

Let {Xi:i=1, 2,...} be a real strictly stationary process (defined on a probability space (Ω, A, P)) which has absolutely continuous finite dimensional distributions (with respect to Lebesgue measure) and satisfies the φ-mixing condition: Let and denote the sub-cr-fields generated, respectively, by {Xi:i≤k} and {Xi:i≥k+n}; then, for each k≥1 and n≥l, and together imply.
Mehra, K. L. Weak Convergence and One-Sample Rank Statistics Under φ-mixing*. Canadian mathematical bulletin, Tome 18 (1975) no. 4, pp. 555-565. doi: 10.4153/CMB-1975-100-5
@article{10_4153_CMB_1975_100_5,
     author = {Mehra, K. L.},
     title = {Weak {Convergence} and {One-Sample} {Rank} {Statistics} {Under} \ensuremath{\varphi}-mixing*},
     journal = {Canadian mathematical bulletin},
     pages = {555--565},
     year = {1975},
     volume = {18},
     number = {4},
     doi = {10.4153/CMB-1975-100-5},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1975-100-5/}
}
TY  - JOUR
AU  - Mehra, K. L.
TI  - Weak Convergence and One-Sample Rank Statistics Under φ-mixing*
JO  - Canadian mathematical bulletin
PY  - 1975
SP  - 555
EP  - 565
VL  - 18
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1975-100-5/
DO  - 10.4153/CMB-1975-100-5
ID  - 10_4153_CMB_1975_100_5
ER  - 
%0 Journal Article
%A Mehra, K. L.
%T Weak Convergence and One-Sample Rank Statistics Under φ-mixing*
%J Canadian mathematical bulletin
%D 1975
%P 555-565
%V 18
%N 4
%U http://geodesic.mathdoc.fr/articles/10.4153/CMB-1975-100-5/
%R 10.4153/CMB-1975-100-5
%F 10_4153_CMB_1975_100_5

Cité par Sources :