Weak convergence for empirical processes of associated sequences

Sana Louhichi

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 5, page 547-567
  • ISSN: 0246-0203

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Louhichi, Sana. "Weak convergence for empirical processes of associated sequences." Annales de l'I.H.P. Probabilités et statistiques 36.5 (2000): 547-567. <http://eudml.org/doc/77671>.

@article{Louhichi2000,
author = {Louhichi, Sana},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {empirical processes; weak convergence; associated random variables; stationary sequences; mixing; linear processes},
language = {eng},
number = {5},
pages = {547-567},
publisher = {Gauthier-Villars},
title = {Weak convergence for empirical processes of associated sequences},
url = {http://eudml.org/doc/77671},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Louhichi, Sana
TI - Weak convergence for empirical processes of associated sequences
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 5
SP - 547
EP - 567
LA - eng
KW - empirical processes; weak convergence; associated random variables; stationary sequences; mixing; linear processes
UR - http://eudml.org/doc/77671
ER -

References

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  10. [10] Petrov V.V., Limit Theorems of Probability Theory: Sequences of Independent Random Variables, Clarendon Press, Oxford, 1995. Zbl0826.60001MR1353441
  11. [11] Pitt L., Positively correlated normal variables are associated, Ann. Probab.10 (1982) 496-499. Zbl0482.62046MR665603
  12. [12] Pham T.D., Tran L.T., Some mixing properties of time series models, Stoch. Proc. Appl.19 (1985) 297-303. Zbl0564.62068MR787587
  13. [13] Shao Q.M., Yu H., Weak convergence for weighted empirical processes of dependent sequences, Ann. Probab.24 (4) (1996) 2052-2078. Zbl0874.60006MR1415243
  14. [14] Volkonski V.A., Rozanov Y.A., Some limit theorems for random functions, Theory Probab. Appl.4 (1959) 178-197. Zbl0092.33502MR121856
  15. [15] Yu H., A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences, Probab. Theory Related Fields95 (1993) 357-370. Zbl0792.60018MR1213196

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