Weak convergence of empirical processes on sequences of stationary random variables
Let \(\{\xi_ n\}\) be a stationary sequence of random variables and \(\{Y_ n\}\) the empirical process defined by \(\{\xi_ n\}\). In this paper, the author showed that a weak convergence theorem for the empirical process \(\{Y_ n\}\) holds if \(\{\xi_ n\}\) is \(\rho\)-mixing with mixing coefficient \(\rho (n)=O(n^{-1/2-\theta})\), and the result improves the reviewer's result in J. Multivariate Anal. 8, 584-588 (1978; Zbl 0402.60023). Further, the author obtained a weak convergence theorem of the empirical process \(\{Y_{N_ n}\}\) with random index when \(\{\xi_ n\}\) is \(\alpha\)-mixing.
- Weak convergence of stationary empirical processes
- A weak convergence result for sequential empirical processes under weak dependence
- Weak convergence for weighted empirical processes of dependent sequences
- Weak Convergence of Empirical Processes of Dependent Random Vectors Under Logarithmic Mixing Rates
- Weak convergence for empirical processes of associated sequences
- Weak convergence in L^p(0,1) of the uniform empirical process under dependence
- Weak convergence for empirical processes of associated sequences
- Rates of uniform convergence for empirical processes of strictly stationary \(\beta\)-mixing sequences indexed by an unbounded class of functions.
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- Weak Convergence of Empirical Processes of Dependent Random Vectors Under Logarithmic Mixing Rates
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- Weak approximations for quantile processes of stationary sequences
- The influence of deterministic noise on empirical measures generated by stationary processes
- A weak convergence result for sequential empirical processes under weak dependence
- Weak convergence for partial sums of moving-average processes generated by stochastic process
- Weak convergence of stationary empirical processes
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