A counterexample concerning uniform ergodic theorems for a class of functions

Vapnik and Cervonenkis (1971), and Talagrand (1987), have characterized the Glivenko-Cantelli Property for independent random variables. We show that these characterizations fail to hold for stationary ergodic processes.

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Year of publication:	1995
Authors:	Nobel, Andrew
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 2, p. 165-168
Publisher:	Elsevier
Keywords:	Uniform strong law Glivenko-Cantelli class Vapnik-Cervonenkis class Stationary ergodic processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254784