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Weak convergence of product of sums of independent variables with missing values

Authors :
Ivana Ilić
Source :
Filomat. 24:73-81
Publication Year :
2010
Publisher :
National Library of Serbia, 2010.

Abstract

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].

Details

ISSN :
24060933 and 03545180
Volume :
24
Database :
OpenAIRE
Journal :
Filomat
Accession number :
edsair.doi...........5dcabc660720f66a8387f8d51b352817