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