Weak Convergence of Stationary Empirical Processes

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  • 25 April 2017
Abstract
We offer an umbrella type result which extends the convergence of classical empirical process on the line to more general processes indexed by functions of bounded variation. This extension is not contingent on the type of dependence of the underlying sequence of random variables. As a consequence we establish the weak convergence for stationary empirical processes indexed by general classes of functions under alpha mixing conditions.

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