THE UNIFORM CLT FOR MARTINGALE DIFFERENCE ARRAYS UNDER THE UNIFORMLY INTEGRABLE ENTROPY
From MaRDI portal
Publication:3406100
DOI10.4134/BKMS.2010.47.1.039zbMath1186.60032MaRDI QIDQ3406100
Jongsig Bae, Doobae Jun, Shlomo Levental
Publication date: 12 February 2010
Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4134/bkms.2010.47.1.039
sequential empirical process; martingale difference array; uniformly integrable entropy; uniform CLT; restricted chaining
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
Related Items
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, Corrected portmanteau tests for VAR models with time-varying variance, The uniform central limit theorem for the tent map, Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean, Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions, Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
