Weak convergence of stationary empirical processes
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Abstract: We offer an umbrella type result which extends weak convergence of the classical empirical process on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of dependence of the underlying sequence of random variables. As a consequence we establish weak convergence for stationary empirical processes indexed by general classes of functions under alpha mixing conditions.
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Cited in
(16)- Conditions for weak dependence for stationary processes
- Weak convergence of weighted empirical U-statistics processes for dependent random variables
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Weak convergence to the student and Laplace distributions
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- A weak convergence result for sequential empirical processes under weak dependence
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- Weak convergence of empirical processes on sequences of stationary random variables
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