Approximating class approach for empirical processes of dependent sequences indexed by functions
From MaRDI portal
Publication:396010
DOI10.3150/13-BEJ525zbMath1307.60027arXiv1201.2256OpenAlexW3104998106MaRDI QIDQ396010
Marco Tusche, Olivier Durieu, Herold G. Dehling
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2256
Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items
A weak convergence result for sequential empirical processes under weak dependence ⋮ Estimation and testing linearity for non-linear mixed Poisson autoregressions ⋮ Weak convergence of stationary empirical processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- An empirical process central limit theorem for multidimensional dependent data
- Empirical processes of multidimensional systems with multiple mixing properties
- U-processes: Rates of convergence
- New techniques for empirical processes of dependent data
- An empirical central limit theorem for dependent sequences
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- Central limit theorems for empirical measures
- Absolutely regular empirical processes and universal entropy
- Limit theorems for non-hyperbolic automorphisms of the torus
- Invariance principles for absolutely regular empirical processes
- A new weak dependence condition and applications to moment inequalities
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
- Weak dependence. With examples and applications.
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
- EMPIRICAL INVARIANCE PRINCIPLE FOR ERGODIC TORUS AUTOMORPHISMS: GENERICITY
- Almost sure approximation theorems for the multivariate empirical process
- Limit theorems for partially hyperbolic systems
- Asymptotic distribution of tests for expanding maps of the interval
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- A Fourth Moment Inequality for Functionals of Stationary Processes
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness