A functional central limit theorem for empirical processes under a strong mixing condition

DOI10.1007/S11203-012-9069-3zbMATH Open1253.60049OpenAlexW2013158644MaRDI QIDQ438672FDOQ438672

Cristina Tone

Publication date: 31 July 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-012-9069-3

zbMATH Keywords

random fieldsempirical processesfunctional central limit theorem\(\rho ^{\prime}\)-mixingcontinuous Gaussian process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
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• Convergence of stochastic processes
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• Recent advances in invariance principles for stationary sequences
• Central limit theorems for empirical measures
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition
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• On possible mixing rates for some strong mixing conditions for N-tuplewise independent random fields

Cited In (3)

• A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
• Generalization of the Glivenko-Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields
• Functional CLT for nonstationary strongly mixing processes

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