Asymptotic results for the empirical process of stationary sequences

István Berkes, Siegfried Hörmann and Johannes Schauer

Stochastic Processes and their Applications, 2009, vol. 119, issue 4, 1298-1324

Abstract: We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.

Keywords: Empirical; process; Strong; approximation; Kiefer; process (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (13)

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