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| WEAK CONVERGENCE OF EMPIRICAL PROCESSES OF SEQUENCES OF STATIONARY RANDOM VARIABLES |
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Citation： |
Lu Chuanrong.WEAK CONVERGENCE OF EMPIRICAL PROCESSES OF SEQUENCES OF STATIONARY RANDOM VARIABLES[J].Chinese Annals of Mathematics B,1984,5(4):731~736 |
| Page view： 665
Net amount： 730 |
Authors： |
Lu Chuanrong; |
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| Abstract： |
In this paper, the author improves Yoshihara's result(J.Multivariate Anal. 8(1978),584-588) and proves the weak convergence of empirical processes for sequence of p-mixing strictly stationary random variable with $\[\rho (n) = O({n^{ - \frac{1}{2} - \theta }}),\theta > 0\]$.
Moreover, the author simplifies the complex proof of weak convergence of empirical processes wwith random index and gets the corresponding result for $\[\alpha \]$-mixing stationary random variables. |
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