Empirical processes of dependent random variables

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dc.creatorWu, Wei Biao
dc.date2004-12-14
dc.date.accessioned2026-07-07T08:06:37Z
dc.date.available2026-07-07T08:06:37Z
dc.descriptionEmpirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample path properties of empirical distribution functions are also discussed. The results are applied to linear processes and Markov chains.
dc.description46 pages
dc.identifierhttps://arxiv.org/abs/math/0412267
dc.identifierhttp://arxiv.org/abs/math/0412267
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130668
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject60F05; 60F17; 60G42
dc.titleEmpirical processes of dependent random variables
dc.typetext

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