Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence

DOI10.1016/S0167-7152(98)00091-1zbMath0923.60004MaRDI QIDQ1273018

Paulo Eduardo Oliveira, Charles Suquet

Publication date: 2 March 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

tightnessempirical processstationary strong mixing\(L^p(0,1)\)-weak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Continuity and singularity of induced measures (60G30)

Related Items (8)

A note on weighted sums of associated random variables ⋮ Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate ⋮ Strong convergence rates for the estimation of a covariance operator for associated samples ⋮ The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ ⋮ Asymptotic results for certain weak dependent variables ⋮ Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process ⋮ A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS ⋮ Estimation of a two-dimensional distribution function under association

Cites Work

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• Invariance principles for absolutely regular empirical processes
• Moment bounds for stationary mixing sequences
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Goodness-of-fit tests on a circle
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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