Article ID Journal Published Year Pages File Type
1156052 Stochastic Processes and their Applications 2009 27 Pages PDF
Abstract

We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.

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Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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Asymptotic results for the empirical process of stationary sequences
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