A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences

DOI10.1007/s11203-004-6027-8zbMath1122.60007OpenAlexW2085378355MaRDI QIDQ995838

Majid Mojirsheibani

Publication date: 10 September 2007

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-004-6027-8

zbMATH Keywords

strong approximationstrongly mixingsmoothed empirical process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Weak convergence of dependent empirical measures with application to subsampling in function spaces
• A note on limit theorems for perturbed empirical processes
• Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
• Almost sure approximation theorems for the multivariate empirical process