Weighted empirical FCLT for weakly dependent processes
Articles
Mindaugas Juodis
Vilnius University
Published 2005-12-18
https://doi.org/10.15388/LMR.2005.29322
pdf

Keywords

weak convergence
empirical process
weak dependence
Brownian Bridge

How to Cite

Juodis, M. (2005) “Weighted empirical FCLT for weakly dependent processes”, Lietuvos matematikos rinkinys, 45(spec.), pp. 547–551. doi:10.15388/LMR.2005.29322.

Abstract

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.

pdf
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Downloads

Download data is not yet available.