Define n() 1 p n Pni 1 Xi1{Xi } for 2 [0,1] where E[X]

Question:

Define ºn(µ) Æ 1 p n

Pni

Æ1 Xi1{Xi · µ} for µ 2 [0,1] where E[X] Æ 0 and E

X2¤

Æ 1.

(a) Show that ºn(µ) is stochastically equicontinuous.

(b) Find the stochastic process º(µ) which has asymptotic finite dimensional distributions of ºn(µ).

(c) Show that ºn ¡!

º.

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 08:00 AM

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Define n() 1 p n Pni 1 Xi1{Xi } for 2 [0,1] where E[X]

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Probability And Statistics For Economists

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