We consider the problem of stationary distribution function estimation at a given point by the observations of an ergodic diffusion process on the interval [0, T] as T → ∞. First we introduce a lower ...
Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...
Asymptotic Normality of Statistics Based on the Convex Minorants of Empirical Distribution Functions
The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...
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