Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes (Q751116): Difference between revisions

This paper deals with uniform rates of convergence for empirical distribution functions and empirical characteristic functions for a broad class of linear stochastic processes. This class includes both finite and infinite variance linear processes. It contains independent sequences, ARMA processes, and certain sequences which are neither mixing nor strong mixing. For the empirical characteristic function, a uniform rate of convergence result is proved. A pointwise central limit theorem is obtained.