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Weak Convergence and One-Sample Rank Statistics Under ϕ-mixing*
Published online by Cambridge University Press: 20 November 2018
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Let {Xi:i=1, 2,…} be a real strictly stationary process (defined on a probability space (Ω, A, P)) which has absolutely continuous finite dimensional distributions (with respect to Lebesgue measure) and satisfies the ϕ-mixing condition: Let 
and 
denote the sub-cr-fields generated, respectively, by {Xi:i≤k} and {Xi:i≥k+n}; then, for each k≥1 and n≥l, 
and 
together imply.
- Type
- Research Article
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- Copyright
- Copyright © Canadian Mathematical Society 1975
Footnotes
*
Supported partially by the National Research Council of Canada Grant #A-3061.
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