A weak convergence theorem for the empirical characteristic function

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Abstract
The purpose of this paper is to show that the empirical characteristic function, when suitably normalised, converges weakly to a stationary Gaussian process whose autocovariance function is the theoretical characteristic function.

This publication has 1 reference indexed in Scilit:

  • Hunting quanta
    Philosophical Transactions of the Royal Society of London. Series A, Mathematical and Physical Sciences, 1974