Strong approximation results for the empirical process of stationary sequences

DOI10.1214/12-AOP798zbMath1284.60069arXiv1310.5451MaRDI QIDQ378823

Emmanuel Rio, Florence Merlevède, Jérôme Dedecker

Publication date: 12 November 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.5451

zbMATH Keywords

strong approximationweak dependencestationary sequencesintermittent mapsKiefer process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Forecast dominance testing via sign randomization ⋮ Asymptotics for random functions moderated by dependent noise ⋮ Rates of convergence in invariance principles for random walks on linear groups via martingale methods ⋮ Weak convergence of the empirical process of intermittent maps in 𝕃² under long-range dependence ⋮ Functional coefficient panel modeling with communal smoothing covariates

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