A note on weak convergence of the sequential multivariate empirical process under strong mixing

DOI10.1007/S10959-013-0529-5zbMATH Open1330.60057arXiv1304.5113OpenAlexW2169257053MaRDI QIDQ895901FDOQ895901

Authors: Axel Bücher 

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: This article investigates weak convergence of the sequential $d$-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $alph{a}_n=O(n^{-a})$, where $a>1$, which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension $d$.

Full work available at URL: https://arxiv.org/abs/1304.5113

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zbMATH Keywords

strong mixingweak convergencemultivariate sequential empirical processesOttaviani's inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cited In (19)

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• Weak Convergence of Empirical Processes of Dependent Random Vectors Under Logarithmic Mixing Rates
• Sequential monitoring of the tail behavior of dependent data
• WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
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• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
• CHANGE POINT TESTS FOR THE TAIL INDEX OFβ-MIXING RANDOM VARIABLES
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• Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises
• Testing the constancy of Spearman's rho in multivariate time series
• A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains
• The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
• Subsampling (weighted smooth) empirical copula processes
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