On deviations between empirical and quantile processes for mixing random variables

Gutti Jogesh Babu and Kesar Singh

Journal of Multivariate Analysis, 1978, vol. 8, issue 4, 532-549

Abstract: Let {Xn} be a strictly stationary [phi]-mixing process with [Sigma]j=1[infinity] [phi]1/2(j)

Keywords: Stationarity; [phi]-mixing; strong-mixing; empirical; distribution; function; quantiles; Markov's; inequality; Borel-Cantelli; lemma; law; of; iterated; logarithm; central; limit; theorem; strong; approximations (search for similar items in EconPapers)
Date: 1978
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Citations: View citations in EconPapers (15)

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