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

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  • Jasiński, Krzysztof

Abstract

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.

Suggested Citation

  • Jasiński, Krzysztof, 2016. "Asymptotic normality of numbers of observations near order statistics from stationary processes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 259-263.
    • Handle: RePEc:eee:stapro:v:119:y:2016:i:c:p:259-263
    DOI: 10.1016/j.spl.2016.08.014
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    References listed on IDEAS

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