Limit theorems for the empirical distribution function in the spatial case

Functional central limit theorems are proved for the empirical distribution function of strictly stationary and weakly dependent random fields. The theorems cover the discrete and the continuous parameter fields and the case when the observations become dense in a sequence of increasing domains.

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Year of publication:	2003
Authors:	Fazekas, István
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 3, p. 251-262
Publisher:	Elsevier
Keywords:	Functional central limit theorem Empirical distribution function Mixing Random field Infill asymptotics Increasing domain asymptotics

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

Persistent link: https://www.econbiz.de/10005319607