Weak convergence of stochastic processes indexed by smooth functions

DOI10.1016/0304-4149(95)00089-5zbMath0849.60005OpenAlexW1998583159MaRDI QIDQ1915849

Miguel A. Arcones

Publication date: 7 November 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00089-5

zbMATH Keywords

empirical processeslong range dependence\(U\)-processessmooth functionsmixing conditions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection

Cites Work

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• An empirical process central limit theorem for dependent non-identically distributed random variables
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• The functional central limit theorem for strongly mixing processes
• Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
• Covariance inequalities for strongly mixing processes
• The central limit theorem for \(U\)-processes indexed by Hölder's functions
• Bracketing smooth functions
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• A Note on the Central Limit Theorems for Dependent Random Variables

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