Asymptotic normality of numbers of observations near order statistics

Asymptotic normality of numbers of observations near order statistics from stationary processes


Publication date: December 2016
Source:Statistics & Probability Letters, Volume 119
Author(s): Krzysztof Jasiński
This paper is concerned with asymptotic normality of numbers of observations near order statistics. For some type of discontinuous marginal distributions, we extend knowing results to strictly stationary and ergodic observations satisfying an extra condition which guarantees some local independence.

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