An empirical process central limit theorem for multidimensional dependent data

DOI10.1007/S10959-012-0450-3MaRDI QIDQ457103zbMATH OpenOpenAlexFDO

Authors Olivier Durieu, Marco Tusche

Publication date 26 September 2014

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.0963

zbMATH Keywords

limit theoremschainingmultiple mixingmultivariate empirical processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Abstract: Let $(U_n(t){)}_{tin{R}^d}$ be the empirical process associated to an $R^d$-valued stationary process $(X_i{)}_{ige0}$. We give general conditions, which only involve processes $(f(X_i){)}_{ige0}$ for a restricted class of functions $f$, under which weak convergence of $(U_n(t){)}_{tin{R}^d}$ can be proved. This is particularly useful when dealing with data arising from dynamical systems or functional of Markov chains. This result improves those of [DDV09] and [DD11], where the technique was first introduced, and provides new applications.

Recommendations

• Empirical processes of multidimensional systems with multiple mixing properties
• scientific article; zbMATH DE number 5233195
• An empirical central limit theorem for dependent sequences
• An empirical process central limit theorem for dependent non-identically distributed random variables
• An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes

Cites work

• scientific article; zbMATH DE number 3173168 (Why is no real title available?)
• scientific article; zbMATH DE number 5275983 (Why is no real title available?)
• scientific article; zbMATH DE number 1944026 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3403545 (Why is no real title available?)
• A central limit theorem for stationary random fields
• A new weak dependence condition and applications to moment inequalities
• An almost sure invariance principle for the empirical distribution function of mixing random variables
• An empirical central limit theorem for dependent sequences
• An empirical central limit theorem for intermittent maps
• Empirical processes of multidimensional systems with multiple mixing properties
• Invariance principles for absolutely regular empirical processes
• 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
• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Limit theorems for non-hyperbolic automorphisms of the torus
• New techniques for empirical processes of dependent data
• Nonlinear system theory: Another look at dependence
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

Cited in

(11)

• Empirical process theory for nonsmooth functions under functional dependence
• Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
• Limit theorems for empirical processes based on dependent data
• Empirical processes of multidimensional systems with multiple mixing properties
• Empirical process theory for locally stationary processes
• Approximating class approach for empirical processes of dependent sequences indexed by functions
• New techniques for empirical processes of dependent data
• An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
• scientific article; zbMATH DE number 147165 (Why is no real title available?)
• A note on weak convergence of the sequential multivariate empirical process under strong mixing

This page was built for publication: An empirical process central limit theorem for multidimensional dependent data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q457103)