Almost sure approximation theorems for the multivariate empirical process
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Cites work
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Cited in
(26)- Augmented GARCH sequences: Dependence structure and asymptotics
- A note on strong approximations of multivariate empirical processes
- Asymptotics of conditional empirical processes
- Invariance principles for U-statistics and von Mises functionals
- A note on strong approximation for quantile processes of strong mixing sequences
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Almost sure invariance principles for the empirical process of lacunary sequences
- Strong approximation of the empirical process of GARCH sequences
- Kac's representation from an asymptotic viewpoint
- Kernel-transformed empirical processes
- Weak convergence of the weighted sequential empirical process of some long-range dependent data
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
- Strong approximation of empirical copula processes by Gaussian processes
- Asymptotics for random functions moderated by dependent noise
- Asymptotic properties of nonparametric frontier estimators
- Multivariate empirical characteristic functions
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Empirical and sequential empirical copula processes under serial dependence
- Invariance principles for sums of Banach space valued random elements and empirical processes
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- Nonparametric estimators for varextropy under \(\alpha\)-mixing condition with appliction in exponential AR(1) model
- New techniques for empirical processes of dependent data
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes
- A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences
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