A CLT for empirical processes involving time-dependent data
نویسندگان
چکیده
منابع مشابه
A CLT for Empirical Processes Involving Time Dependent Data
For stochastic processes {Xt : t ∈ E}, we establish sufficient conditions for the empirical process based on {IXt≤y − P (Xt ≤ y) : t ∈ E, y ∈ R} to satisfy the CLT uniformly in t ∈ E, y ∈ R. Corollaries of our main result include examples of classical processes where the CLT holds, and we also show that it fails for Brownian motion tied down at zero and E = [0, 1]. ∗Research supported in part b...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2013
ISSN: 0091-1798
DOI: 10.1214/11-aop711