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Weak convergence of stationary empirical processes.

Authors :
Radulović, Dragan
Wegkamp, Marten
Source :
Journal of Statistical Planning & Inference. Mar2018, Vol. 194, p75-84. 10p.
Publication Year :
2018

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03783758
Volume :
194
Database :
Academic Search Index
Journal :
Journal of Statistical Planning & Inference
Publication Type :
Academic Journal
Accession number :
126364046
Full Text :
https://doi.org/10.1016/j.jspi.2017.09.006