A note on tightness

Christian Genest; Kilani Ghoudi; Bruno Rémillard

doi:10.1016/0167-7152(95)00094-1

A note on tightness

Christian Genest, Kilani Ghoudi, Bruno Rémillard

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

Original language	English
Pages (from-to)	331-339
Number of pages	9
Journal	Statistics and Probability Letters
Volume	27
Issue number	4
DOIs	https://doi.org/10.1016/0167-7152(95)00094-1
Publication status	Published - May 1 1996
Externally published	Yes

Keywords

Càdlàg processes
Tightness
Weak convergence

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(95)00094-1

Cite this

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title = "A note on tightness",

abstract = "This note describes an extension of Billingsley's classical tightness criterion for sequences of c{\`a}dl{\`a}g processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.",

keywords = "C{\`a}dl{\`a}g processes, Tightness, Weak convergence",

author = "Christian Genest and Kilani Ghoudi and Bruno R{\'e}millard",

note = "Funding Information: This research was supported in part by the Fonds institutionnel de recherche de l'Universit6 du Qu6bec Trois-Rivi~res, by the Fonds pour la formation de chercheurs et l'aide ~t la recherche du Gouvernement du Qu6bec, and by the Natural Sciences and Engineering Research Council of Canada.",

year = "1996",

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day = "1",

doi = "10.1016/0167-7152(95)00094-1",

language = "English",

volume = "27",

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journal = "Statistics and Probability Letters",

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TY - JOUR

T1 - A note on tightness

AU - Genest, Christian

AU - Ghoudi, Kilani

AU - Rémillard, Bruno

N1 - Funding Information: This research was supported in part by the Fonds institutionnel de recherche de l'Universit6 du Qu6bec Trois-Rivi~res, by the Fonds pour la formation de chercheurs et l'aide ~t la recherche du Gouvernement du Qu6bec, and by the Natural Sciences and Engineering Research Council of Canada.

PY - 1996/5/1

Y1 - 1996/5/1

N2 - This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

AB - This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

KW - Càdlàg processes

KW - Tightness

KW - Weak convergence

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U2 - 10.1016/0167-7152(95)00094-1

DO - 10.1016/0167-7152(95)00094-1

M3 - Article

AN - SCOPUS:0030139519

SN - 0167-7152

VL - 27

SP - 331

EP - 339

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

A note on tightness

Abstract

Keywords

ASJC Scopus subject areas

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