An empirical central limit theorem for dependent sequences
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- Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
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- Dehling, Herold & Durieu, Olivier & Volny, Dalibor, 2009. "New techniques for empirical processes of dependent data," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3699-3718, October.
- Berkes, István & Hörmann, Siegfried & Schauer, Johannes, 2009. "Asymptotic results for the empirical process of stationary sequences," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1298-1324, April.
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Keywords
Empirical distribution function Central limit theorem Dependence coefficients Mixing Dynamical systems;Statistics
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