Weighted empirical FCLT for weakly dependent processes

Weighted empirical FCLT for weakly dependent processes

This paper provides a weak convergence theorem for weighted empirical processes of a stationary sequence under a new weak dependence condition introduced by P. Doukhan and S. Louhichi.

Bibliographic Details
Main Author: Mindaugas Juodis
Format: Article
Language:English
Published: Vilnius University Press 2005-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
weak convergence
empirical process
weak dependence
Brownian Bridge
Online Access:https://www.journals.vu.lt/LMR/article/view/29322

Internet

https://www.journals.vu.lt/LMR/article/view/29322

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