A CLT for empirical processes involving time-dependent data
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Publication:1951690
DOI10.1214/11-AOP711zbMath1287.60034arXiv1008.2697MaRDI QIDQ1951690
Joel Zinn, Thomas G. Kurtz, James Kuelbs
Publication date: 24 May 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.2697
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items (6)
Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions ⋮ Half-region depth for stochastic processes ⋮ Limit Theorems for Quantile and Depth Regions for Stochastic Processes ⋮ A CLT for weighted time-dependent uniform empirical processes ⋮ Bahadur-Kiefer representations for time dependent quantile processes ⋮ Empirical quantile central limit theorems for some self-similar processes
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