An Empirical Functional Central Limit Theorem for weakly dependent sequences

• Autorzy: Prieur C.
• Języki publikacji: EN

Abstrakty

EN

In this paper we obtain a Functional Central Limit Theorem for the empirical process of a stationary sequence under a new weak dependence condition introduced by Doukhan and Louhichi [5]. This result improves on the Empirical Functional Central Limit Theorem in Doukhan and Louhichi [5]. Our proof relies on new moment inequalities and on a Central Limit Theorem. Techniques of proofs come from Louhichi [12] and Rio [16], respectively. We also deduce a rate of convergence in a Marcinkiewicz-Zygmund Strong Law.

Słowa kluczowe

EN

stationary sequences; Rosenthal inequality; moment inequalities; functional central limit theorem; empirical process; Marcinkiewicz-Zygmund Strong Law; weakly dependent sequences; Lindeberg Theorem

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2002
• Tom: Vol. 22, Fasc. 2
• Strony: 259--287
• Opis fizyczny: Biblogr. 18 poz.

Twórcy

autor

Prieur C.

• Laboratoire de Statistique et Probabilités, UMR CNRS C5583, Université P.Sabatier, 118, route de Narbone, F-31062 Toulouse cedex, France

Bibliografia

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