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A note on tightness


  • Genest, Christian
  • Ghoudi, Kilani
  • Rémillard, Bruno


This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

Suggested Citation

  • Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno, 1996. "A note on tightness," Statistics & Probability Letters, Elsevier, vol. 27(4), pages 331-339, May.
  • Handle: RePEc:eee:stapro:v:27:y:1996:i:4:p:331-339

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    References listed on IDEAS

    1. Bloznelis, M. & Paulauskas, V., 1993. "On the central limit theorem in D[0, 1]," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 105-111, May.
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    Cited by:

    1. Kulik, Rafal & Soulier, Philippe, 2011. "The tail empirical process for long memory stochastic volatility sequences," Stochastic Processes and their Applications, Elsevier, vol. 121(1), pages 109-134, January.


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