Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547291 | Journal of Statistical Planning and Inference | 2018 | 24 Pages |
Abstract
We offer an umbrella type result which extends weak convergence of classical empirical processes on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of dependence of the underlying sequence of random variables. As a consequence we establish weak convergence for stationary empirical processes indexed by general classes of functions under α-mixing conditions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Dragan RaduloviÄ, Marten Wegkamp,