Hilbertian invariance principle for empirical process associated with a Markov process
type: Item
instance of: scholarly article
title: Hilbertian invariance principle for empirical process associated with a Markov process
zbMATH Open document ID: 1028.60032
DOI: 10.1142/S0252959903000025
author: Yiwen Jiang
author: Liming Wu
published in: Chinese Annals of Mathematics. Series B
publication date: 2003-01-01T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F25
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 1931570
zbMATH Keywords: forward-backward martingale decomposition
zbMATH Keywords: functional central limit theorem or Donsker's invariance principle
zbMATH Keywords: empirical process
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1931570