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Weak Convergence and One-Sample Rank Statistics Under ϕ-mixing*

Published online by Cambridge University Press:  20 November 2018

K. L. Mehra
K. L. Mehra*
Affiliation:
University of Alberta
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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.

Information

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 18 , Issue 4 , October 1975, pp. 555 - 565
Copyright
Copyright © Canadian Mathematical Society 1975

Footnotes

*

Supported partially by the National Research Council of Canada Grant #A-3061.

References

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