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

DOI10.1007/S11203-012-9069-3MaRDI QIDQ438672zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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• Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition
• Central limit theorems for empirical measures
• Convergence of stochastic processes
• Introduction to strong mixing conditions. Vol. 1.
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• On possible mixing rates for some strong mixing conditions for \(N\)-tuplewise independent random fields
• Recent advances in invariance principles for stationary sequences
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

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

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