Asymptotic results for the empirical process of stationary sequences

Research output: Contribution to journalArticleResearchpeer-review

Abstract

We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.
Original languageEnglish
Pages (from-to)1298-1324
Number of pages27
JournalStochastic processes and their applications
Volume119
Issue number4
DOIs
Publication statusPublished - 2009

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Strong Invariance Principle
Weak Dependence
Stationary Sequences
Empirical Process
Invariance
Two Parameters

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Asymptotic results for the empirical process of stationary sequences. / Berkes, István I.; Hörmann, Siegfried; Schauer, Johannes.

In: Stochastic processes and their applications, Vol. 119, No. 4, 2009, p. 1298-1324.

Research output: Contribution to journalArticleResearchpeer-review

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