Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A NOTE ON WEAK CONVERGENCE OF EMPIRICAL PROCESSES FOR A STATIONARY PHI-MIXING SEQUENCE

  • Published : 2003.06.01
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Abstract

A new result of weak convergence of the empirical process is established for a stationary ${\phi}-mixing$ sequence of random variables, which relaxes the existing conditions on mixing coefficients. The result is basically obtained from bounds for even moments of sums of ${\phi}-mixing$ r.v.'s useful for handling triangular arrays with entries decreasing in size.

Keywords

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