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Weighted empirical FCLT for weakly dependent processes

Authors :
Mindaugas Juodis
Source :
Lietuvos Matematikos Rinkinys, Vol 45, Iss spec. (2005)
Publication Year :
2005
Publisher :
Vilnius University Press, 2005.

Abstract

This paper provides a weak convergence theorem for weighted empirical processes of a stationary sequence under a new weak dependence condition introduced by P. Doukhan and S. Louhichi.

Details

Language :
English, Lithuanian
ISSN :
01322818 and 2335898X
Volume :
45
Issue :
spec.
Database :
Directory of Open Access Journals
Journal :
Lietuvos Matematikos Rinkinys
Publication Type :
Academic Journal
Accession number :
edsdoj.243c304a49744ab7a2674b90a3836c2f
Document Type :
article
Full Text :
https://doi.org/10.15388/LMR.2005.29322