Some general results concerning the asymptotic behavior of the value of the empirical distribution function at a random point (e.g. the sample mean) are given. These results are then used to obtain: ...

We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...

The right-hand side is the standard quantum limit, and can always be reached in the asymptotic limit of large νN (ref. 1). Our error estimators Δθ are standard ...