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Associated sequences have been studied extensively in recent years. Burton et al. (1986) introduced a generalization of association to d-dimensional random vectors and proved Functional Central Limit Theorems. In the present paper a Berry-Esséen theorem and a Functional Law of the Iterated...
Persistent link: https://www.econbiz.de/10008874801
We present a new technique for proving the empirical process invariance principle for stationary processes (Xn)n=0. The main novelty of our approach lies in the fact that we only require the central limit theorem and a moment bound for a restricted class of functions (f(Xn))n=0, not containing...
Persistent link: https://www.econbiz.de/10008875359
We establish a multivariate empirical process central limit theorem for stationary -valued stochastic processes (Xi)i=1 under very weak conditions concerning the dependence structure of the process. As an application, we can prove the empirical process CLT for ergodic torus automorphisms. Our...
Persistent link: https://www.econbiz.de/10008873014
The positive dependence notion of association for collections of random variables is generalized to that of weak association for collections of vector valued random elements in such a way as to allow negative dependencies in individual random elements. An invariance principle is stated and...
Persistent link: https://www.econbiz.de/10008873956