Empirical processes of dependent random variables
Statistics Theory
2007-06-13 v1 Probability
Statistics Theory
Abstract
Empirical 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.
Cite
@article{arxiv.math/0412267,
title = {Empirical processes of dependent random variables},
author = {Wei Biao Wu},
journal= {arXiv preprint arXiv:math/0412267},
year = {2007}
}
Comments
46 pages