Abstract
| Original language | English |
|---|---|
| Pages (from-to) | 1298-1324 |
| Number of pages | 27 |
| Journal | Stochastic processes and their applications |
| Volume | 119 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2009 |
Fingerprint
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 journal › Article › Research › peer-review
}
TY - JOUR
T1 - Asymptotic results for the empirical process of stationary sequences
AU - Berkes, István I.
AU - Hörmann, Siegfried
AU - Schauer, Johannes
PY - 2009
Y1 - 2009
N2 - 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.
AB - 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.
U2 - 10.1016/j.spa.2008.06.010
DO - 10.1016/j.spa.2008.06.010
M3 - Article
VL - 119
SP - 1298
EP - 1324
JO - Stochastic processes and their applications
JF - Stochastic processes and their applications
SN - 0304-4149
IS - 4
ER -