An empirical central limit theorem in L^1 for stationary sequences
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Publication:734650
Abstract: In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems and causal linear processes. To prove our main result, we give a Central Limit Theorem for ergodic stationary sequences of random variables with values in L^1. The conditions obtained are expressed in terms of projective-type conditions. The main tools are martingale approximations.
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- Distribution of Distances based Object Matching: Asymptotic Inference
- Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
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