References
- J. Bae and S. Levental, Uniform CLT for Markov chains and its invariance principle: A Martingale approach, J. Theoret. Probab. 8 (1995), no. 3, 549-570. https://doi.org/10.1007/BF02218044
- J. Bae, D. Jun, and S. Levental, The uniform CLT for Martingale difference arrays under the uniformly integrable entropy, Bull. Korean Math. Soc. 47 (2010), no. 1, 39-51. https://doi.org/10.4134/BKMS.2010.47.1.039
- R. M. Dudley, A Course on Empirical Processes, Lecture notes in Math. 1097, Springer-Verlag, New York. 1984.
- R. M. Dudley, Uniform Central Limit Theorems, Cambridge Studies in Advanced Mathematics 63, Cambridge University Press, Cambridge, 1999.
- D. Freedman, On tail probabilities for Martingales, Ann. Probab. 3 (1975), 100-118. https://doi.org/10.1214/aop/1176996452
-
M. Ossiander, A central limit theorem under metric entropy with
$L_2$ bracketing, Ann. Probab. 15 (1987), no. 3, 897-919. https://doi.org/10.1214/aop/1176992072 - D. Pollard, Empirical Processes: Theory and Applications, Regional conference series in Probability and Statistics 2, Inst. Math. Statist., Hayward, CA. 1990.
- S. van der Geer, Empirical Processes in M-Estimation, Cambridge Series in Statistical and Probabilistic Mathematics. 2000.
- A. W. Van der Vaart and J. A. Wellner, Weak Convergence and Empirical Processes with Applications to Statistics, Springer series in Statistics, Springer-Verlag, New York, 1996.