Weak convergence of stochastic processes indexed by smooth functions

Miguel A. Arcones

Stochastic Processes and their Applications, 1996, vol. 62, issue 1, 115-138

Abstract: We give some easy methods to check sufficient conditions for the weak convergence of stochastic processes indexed by smooth functions. The main condition is a moment condition on the increments of the process. We apply this to empirical processes and U-processes in the independent identically distributed case. We also consider empirical processes under different types of dependence conditions.

Keywords: Empirical; processes; Smooth; functions; U-processes; Mixing; conditions; Long; range; dependence (search for similar items in EconPapers)
Date: 1996
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