Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables)

DOI10.1007/BF00390275zbMath0596.60037OpenAlexW1970839671MaRDI QIDQ1078907

José Rafael León, Paul Doukhan, Frédéric Portal

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00390275

zbMATH Keywords

empirical measurekernel estimateweak invariance principleslogarithmic rates of convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)

Related Items

Bootstrap model selection for possibly dependent and heterogeneous data, Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity

Cites Work

• Almost sure invariance principles for partial sums of mixing B-valued random variables
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• Almost sure invariance principles for weakly dependent vector-valued random variables
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• On some global measures of the deviations of density function estimates
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• Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
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• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On the Strong Mixing Property for Linear Sequences
• Asymptotic Theory of a Class of Tests for Uniformity of a Circular Distribution
• Existence and Convergence of Probability Measures in Banach Spaces
• Some Properties of the Eigenfunctions of The Laplace-Operator on Riemannian Manifolds
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