Asymptotic results for the empirical process of stationary sequences
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Publication:1016616
DOI10.1016/j.spa.2008.06.010zbMath1161.60312MaRDI QIDQ1016616
István Berkes, Siegfried Hörmann, Johannes Schauer
Publication date: 6 May 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.06.010
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
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