A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing

作者：Buecher Axel

来源：Journal of Theoretical Probability, 2015, 28(3): 1028-1037.

DOI：10.1007/s10959-013-0529-5

• Multivariate sequential empirical processes
• Weak convergence
• Strong alpha mixing
• Ottaviani's inequality

This article investigates weak convergence of the sequential -dimensional empirical process under strong mixing. Weak convergence is established for mixing rates , where , which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension .

• 出版日期2015-9