Oscillations of empirical distribution functions under dependence
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Publication:3592307
DOI10.1214/074921706000000752zbMATH Open1126.60020arXivmath/0612692OpenAlexW1622282799MaRDI QIDQ3592307FDOQ3592307
Authors: Wei Biao Wu 
Publication date: 12 September 2007
Published in: High Dimensional Probability (Search for Journal in Brave)
Abstract: We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as the one obtained under independence. The dependence conditions are expressed in terms of physical dependence measures which are directly related to the data-generating mechanism of the underlying processes and thus are easy to work with.
Full work available at URL: https://arxiv.org/abs/math/0612692
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- Oscillations and moduli of continuity of kernel density estimators under dependence
- Behavior of the oscillation and conditional Gaussian distributions of linear functionals
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