A Note on the Strong Approximation of the Smoothed Empirical Process of α-mixing Sequences |
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Authors: | Majid Mojirsheibani |
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Affiliation: | (1) School of Mathematics & Statistics, Carleton University, Herzberg Bldg, Ottawa, Ont, K1S 5B6, Canada |
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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. |
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Keywords: | strongly mixing smoothed empirical process strong approximation |
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