A note on uniform laws of averages for dependent processes

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.

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Year of publication:	1993
Authors:	Nobel, Andrew ; Dembo, Amir
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 17.1993, 3, p. 169-172
Publisher:	Elsevier
Keywords:	Uniform convergence Glivenko-Cantelli class V-C class absolutely regular processes weakly Bernoulli processes

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005223581