Weak convergence of product of sums of independent variables with missing values
Keyword(s):
Let (Xn) be a sequence of independent and non-identically distributed random variables. We assume that only observations of (Xn) at certain points are available. We study limit properties in the sense of weak convergence in the space D[0,1] of certain processes based on an incomplete sample from {X1, X2 ...,Xn }. This is an extension of the results of Matula and Stepien [2009. Weak convergence of products of sums of independent and non-identically distributed random variables. J. Math. Anal. Appl. 353, 49-54].
Keyword(s):
Keyword(s):
Weak convergence of products of sums of independent and non-identically distributed random variables
2009 ◽
Vol 353
(1)
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pp. 49-54
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2007 ◽
Vol 334
(2)
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pp. 1246-1259
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Keyword(s):
1973 ◽
Vol 16
(2)
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pp. 173-177
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Keyword(s):
1976 ◽
Vol 8
(04)
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pp. 806-819
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