A note on uniform laws of averages for dependent processes

Andrew Nobel and Amir Dembo

Statistics & Probability Letters, 1993, vol. 17, issue 3, 169-172

Abstract: If for a 'permissible' family of functions and an i.i.d. process {Xi}[infinity]i=0, with probability one, then the same holds for away absolutely regular (weakly Bernoulli) process having the same marginal distribution. In particular, for any class of sets having finite V-C dimension and any absolutely regular process {Xi}[infinity]i=0, with probability one.

Keywords: Uniform; convergence; Glivenko-Cantelli; class; V-C; class; absolutely; regular; processes; weakly; Bernoulli; processes (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (10)

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