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Weak convergence of stationary empirical processes.
- 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