An empirical central limit theorem for dependent sequences

DOI10.1016/J.SPA.2006.06.003zbMATH Open1117.60035OpenAlexW2008967728MaRDI QIDQ873610FDOQ873610

Jérôme Dedecker, Clémentine Prieur

Publication date: 29 March 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.06.003

zbMATH Keywords

central limit theoremdynamical systemsempirical distribution functionmixingdependence coefficients

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cited In (32)

• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Empirical processes of multidimensional systems with multiple mixing properties
• Empirical process theory for locally stationary processes
• Approximating class approach for empirical processes of dependent sequences indexed by functions
• On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
• The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences
• An empirical process central limit theorem for multidimensional dependent data
• A Fourth Moment Inequality for Functionals of Stationary Processes
• Title not available (Why is that?)
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• Testing Kendall's τ for a large class of dependent sequences
• Asymptotic results for the empirical process of stationary sequences
• New techniques for empirical processes of dependent data
• Empirical process theory for nonsmooth functions under functional dependence
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• A nonlinear model for long-memory conditional heteroscedasticity
• Strong approximation results for the empirical process of stationary sequences
• New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
• Strong invariance principles with rate for ``reverse martingale differences and applications
• EMPIRICAL INVARIANCE PRINCIPLE FOR ERGODIC TORUS AUTOMORPHISMS: GENERICITY
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
• The Central Limit Theorem for Some Weakly Dependent Sequences
• Estimation and testing linearity for non-linear mixed Poisson autoregressions
• Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case
• Erratum to: An empirical central limit theorem for intermittent maps
• Moderate deviations for stationary sequences of bounded random variables
• On Sequential Empirical Distribution Functions for Random Variables with Mean Zero
• The Bahadur representation for empirical and smooth quantile estimators under association
• Adaptive density estimation under weak dependence
• An empirical central limit theorem for intermittent maps

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