A weak convergence result for sequential empirical processes under weak dependence

DOI10.1080/17442508.2019.1602132zbMath1492.60058arXiv1711.05112OpenAlexW2933892785WikidataQ128088001 ScholiaQ128088001MaRDI QIDQ5086477

Maria Mohr

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05112

zbMATH Keywords

functional central limit theorems\(\alpha\)-mixingsequential empirical processesstochastic equicontinuity

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Misspecified semiparametric model selection with weakly dependent observations ⋮ Consistent nonparametric change point detection combining CUSUM and marked empirical processes ⋮ Detecting change structures of nonparametric regressions

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