Limit Theorems for Empirical Processes Based on Dependent Data
Patrizia Berti; Luca Pratelli; Pietro Rigo
| Year of publication: |
2010
|
|---|---|
| Authors: | Berti, Patrizia ; Pratelli, Luca ; Rigo, Pietro |
| Publisher: |
Pavia : University of Pavia, Department of Economics and Quantitative Methods |
| Subject: | Conditional identity in distribution | empirical process | exchangeability | predictive measure | stable convergence |
| Description of contents: |
Empirical processes for non ergodic data are investigated under uniform distance. Some CLTs, both uniform and non uniform, are proved. In particular, conditions for Bn = n
|