A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences |
| |
Authors: | Majid Mojirsheibani |
| |
Institution: | (1) School of Mathematics & Statistics, Carleton University, Herzberg Bldg, Ottawa, Ont, K1S 5B6, Canada |
| |
Abstract: | A strong approximation of the smoothed empirical process of strictly stationary α-mixing random variables by a sequence of iid Gaussian processes will be studied.
Here, the smoothing is done via kernel density estimators. No assumptions are made on the support of the kernel; in fact,
our main results are stated for kernels with possibly an infinite support.
Received June 2003; Accepted February 2004. |
| |
Keywords: | strongly mixing smoothed empirical process strong approximation |
本文献已被 SpringerLink 等数据库收录! |
|