Weak convergence of stochastic processes indexed by smooth functions

We give some easy methods to check sufficient conditions for the weak convergence of stochastic processes indexed by smooth functions. The main condition is a moment condition on the increments of the process. We apply this to empirical processes and U-processes in the independent identically distributed case. We also consider empirical processes under different types of dependence conditions.

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Year of publication:	1996
Authors:	Arcones, Miguel A.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 62.1996, 1, p. 115-138
Publisher:	Elsevier
Keywords:	Empirical processes Smooth functions U-processes Mixing conditions Long range dependence

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

Persistent link: https://www.econbiz.de/10008875554