Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence
From MaRDI portal
Publication:1273018
DOI10.1016/S0167-7152(98)00091-1zbMath0923.60004MaRDI QIDQ1273018
Charles Suquet, Paulo Eduardo Oliveira
Publication date: 2 March 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60F05: Central limit and other weak theorems
60B10: Convergence of probability measures
60F17: Functional limit theorems; invariance principles
60G30: Continuity and singularity of induced measures
Related Items
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$, Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process, Strong convergence rates for the estimation of a covariance operator for associated samples, Estimation of a two-dimensional distribution function under association, A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS, Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Cites Work
- On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
- Moment bounds for associated sequences
- On the integral of the absolute value of the pinned Wiener process
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- 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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
