Erlenmaier, Ulrich
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Abstract
We prove a stochastic inequality for the modulus of continuity of a stochastic process U on the real line. It requires certain tail inequalities for the increments of U, refining a criterion of Billingsley (1968). Then this result is used to prove weak convergence of a goodness-of-fit test statistic for simple hypotheses about the conditional median function of a stationary Markovian time series.
Document type: | Working paper |
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Place of Publication: | Heidelberg |
Date Deposited: | 01 Jul 2016 07:03 |
Date: | September 1997 |
Number of Pages: | 16 |
Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
DDC-classification: | 510 Mathematics |
Series: | Beiträge zur Statistik > Reports |