Rates in the empirical central limit theorem for stationary weakly dependent random fields.
From MaRDI portal
Publication:1857355
DOI10.1023/A:1016396906927zbMath1061.60016OpenAlexW1572589084MaRDI QIDQ1857355
Publication date: 2002
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016396906927
Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
Related Items (8)
Weak dependence of point processes and application to second-order statistics† ⋮ A functional limit theorem for \(\eta \)-weakly dependent processes and its applications ⋮ An empirical central limit theorem with applications to copulas under weak dependence ⋮ Inheritance of strong mixing and weak dependence under renewal sampling ⋮ Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate ⋮ On spatial processes and asymptotic inference under near-epoch dependence ⋮ Dependent Lindeberg central limit theorem and some applications ⋮ Weak dependence, models and some applications
This page was built for publication: Rates in the empirical central limit theorem for stationary weakly dependent random fields.