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Asymptotic results for the empirical process of stationary sequences |
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| Authors: | István Berkes Siegfried Hörmann Johannes Schauer |
| Institution: | 1. Institute of Statistics, Graz University of Technology, Steyrergasse 17/IV, 8010 Graz, Austria;2. Department of Mathematics, University of Utah, 155 South 1440 East, Salt Lake City, UT 84112–0090, USA |
| Abstract: | We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results. |
| Keywords: | 60F17 60F15 62M10 |
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