2 papers
math.ST2017
Weak convergence of quantile and expectile processes under general assumptions
Tobias Zwingmann, Hajo Holzmann
We show weak convergence of quantile and expectile processes to Gaussian limit processes in the space of bounded functions endowed with an appropriate semimetric which is based on…
math.ST2016
A note on central limit theorems for quadratic variation in case of endogenous observation times
Mathias Vetter, Tobias Zwingmann
This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartinga…