An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
From MaRDI portal
Publication:4850142
DOI10.2307/1403549zbMath0834.60033MaRDI QIDQ4850142
No author found.
Publication date: 25 March 1996
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403549
functional central limit theorems; empirical process; stochastic equicontinuity; empirical central limit theorems; strong mixing triangular array
60F17: Functional limit theorems; invariance principles
Related Items
Testing the Martingale Difference Hypothesis, Moderate deviations in subsampling distribution estimation, An empirical central limit theorem for dependent sequences, Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences, Set-indexed conditional empirical and quantile processes based on dependent data, The blockwise bootstrap for general empirical processes of stationary sequences, Uniform CLT for empirical process