Asymptotic results for the empirical process of stationary sequences
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Publication:1016616
DOI10.1016/j.spa.2008.06.010zbMath1161.60312OpenAlexW2085898008MaRDI QIDQ1016616
Johannes Schauer, István Berkes, Siegfried Hörmann
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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