Maximal Inequalities and Empirical Central Limit Theorems

Jérôme Dedecker () and Sana Louhichi ()
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Jérôme Dedecker: Université Pierre et Marie Curie, L.S.T.A.
Sana Louhichi: Université de Paris-Sud, Laboratoire de Probabilités, Statistique et Modélisation

A chapter in Empirical Process Techniques for Dependent Data, 2002, pp 137-159 from Springer

Abstract: Abstract This work presents some recent developments concerning empirical central limit theorems for dependent sequences. We try to give general conditions under which an adaptive truncation in the chaining procedure works. We show that these conditions are satisfied for a large class of mixing processes satisfying suitable moment inequalities.

Keywords: Central Limit Theorem; Stationary Sequence; Empirical Process; Centered Function; Entropy Condition (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0099-4_3

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DOI: 10.1007/978-1-4612-0099-4_3

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