We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.info:eu-repo/semantics/publishe
AbstractIn this paper, we obtain precise rates of convergence in the strong invariance principle for...
101 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.Assume that F is a distributi...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
30 pagesWe prove a strong approximation result for the empirical process associated to a stationary ...
AbstractWe present a new technique for proving the empirical process invariance principle for statio...
International audienceWe present a new technique for proving empirical process invariance principle ...
This paper is aimed to sharpen a weak invariance principle for stationary sequences in Doukhan &...
30 pagesInternational audienceThe aim of this article is to refine a weak invariance principle for s...
Mathematical Subject Classification (2000): 60F17, 37E05. In this paper, we obtain precise rates of ...
In the study of random processes, dependence is the rule rather than the exception. To facilitate th...
International audienceWe prove an invariance principle for non-stationary random processes and estab...
AbstractIn this paper we derive a general invariance principle for empirical processes indexed by sm...
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
Abstract: In this paper we study the asymptotic behaviour of empirical processes when parameters are...
AbstractIn this paper, we obtain precise rates of convergence in the strong invariance principle for...
101 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.Assume that F is a distributi...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
30 pagesWe prove a strong approximation result for the empirical process associated to a stationary ...
AbstractWe present a new technique for proving the empirical process invariance principle for statio...
International audienceWe present a new technique for proving empirical process invariance principle ...
This paper is aimed to sharpen a weak invariance principle for stationary sequences in Doukhan &...
30 pagesInternational audienceThe aim of this article is to refine a weak invariance principle for s...
Mathematical Subject Classification (2000): 60F17, 37E05. In this paper, we obtain precise rates of ...
In the study of random processes, dependence is the rule rather than the exception. To facilitate th...
International audienceWe prove an invariance principle for non-stationary random processes and estab...
AbstractIn this paper we derive a general invariance principle for empirical processes indexed by sm...
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
Abstract: In this paper we study the asymptotic behaviour of empirical processes when parameters are...
AbstractIn this paper, we obtain precise rates of convergence in the strong invariance principle for...
101 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.Assume that F is a distributi...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
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