Chapter

Cadlag Functions

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI: http://dx.doi.org/10.1093/0198774036.003.0028

Series: Advanced Texts in Econometrics

 Cadlag Functions

More Like This

Show all results sharing this subject:

  • Econometrics and Mathematical Economics

GO

Show Summary Details

Preview

This chapter considers the space D, of functions on the unit interval that are continuous on the right with left limits. D contains and extends the space C, but is nonseparable, so to work with it calls for new techniques. By defining a new topology for D (the Skorokhod topology) families of measures on D can be constructed and sufficient conditions for weak convergence specified.

Keywords: Billingsley's metric; cadlag; Skorokhod topology; space D; tightness; weak convergence

Chapter.  11149 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.