Asymptotic results for the empirical process of stationary sequences

We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.

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Year of publication:	2009
Authors:	Berkes, István ; Hörmann, Siegfried ; Schauer, Johannes
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 4, p. 1298-1324
Publisher:	Elsevier
Keywords:	Empirical process Strong approximation Kiefer process

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

Persistent link: https://www.econbiz.de/10008875174