A functional central limit theorem for empirical processes under a strong mixing condition
β Scribed by Cristina Tone
- Book ID
- 113079614
- Publisher
- Springer Netherlands
- Year
- 2012
- Tongue
- English
- Weight
- 229 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1387-0874
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π SIMILAR VOLUMES
This paper considers the random central limit theorem (CLT) for a linear process of which the error process is strong mixing with the associated mixing order satisfying certain regularity conditions. By using the moment inequality of Yokoyama (1980, Corollary 1) we prove that the random CLT holds fo
We use a new weak dependence condition from Doukhan and Louhichi (Stoch. Process. Appl. 1999, 84, 313-342) to provide a central limit theorem for triangular arrays; this result applies for linear arrays (as in Peligrad and Utev, Ann. Probab. 1997, 25(1), 443-456) and standard kernel density estimate