On the Weak Convergence of Probability Measures
The Annals of Mathematical Statistics, 1970 openaire +2 more sources
Weak convergence of probability measures in spaces of smooth functions
A large number of results are available about the weak convergence of probability measures in spaces of continuous functions and spaces of cadlag functions.
Wilson, Richard J.
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Regression Asymptotics Using Martingale Convergence Methods [PDF]
Weak convergence of partial sums and multilinear forms in independent random variables and linear processes to stochastic integrals now plays a major role in nonstationary time series and has been central to the development of unit root econometrics. The
Peter C.B. Phillips, Rustam Ibragimov
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Convergence en loi de Dirichlet de certaines intégrales stochastiques [PDF]
Récemment, Bouleau a proposé une extension du principe d'invariance fonctionnelle de Donsker qui met en évidence la convergence en loi de Dirichlet d'une marche aléatoire erronée vers la structure d'Ornstein-Uhlenbeck sur l'espace de Wiener.
Christophe Chorro
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Weak Convergence of Measures on Infinite-Dimensional Spaces with the Weak Topology
We prove weak convergence of a net of Baire probability measures on a locally convex space with the weak topology under the condition of weak convergence of finite-dimensional projections and in the case of a sequence under the condition of convergence ...
V. I. Bogachev
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Weak convergence of probability measures: a topological vector space point of view
, 2013 This paper has been withdrawn by the author.
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Stéphane Loisel +2 more
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Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates [PDF]
Local linear fitting is a popular nonparametric method in statistical and econometric modelling. Lu and Linton (2007) established the pointwise asymptotic distribution for the local linear estimator of a nonparametric regression function under the ...
Zudi Lu, Degui Li, Oliver Linton
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Stéphane Loisel +2 more
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Uniform Convergence of Probability Measures: Topological Criteria
Uniform convergence of probability measures is analyzed by topologizing the space of events. A new characterization of narrow (weak) convergence of probability measures on Polish space is also obtained.
Lucchetti, R. +2 more
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