A note on weak convergence of the sequential multivariate empirical process under strong mixing

Bücher, Axel2013-05-072013-05-072013-05-07http://hdl.handle.net/2003/3030610.17877/DE290R-5397This article investigates weak convergence of the sequential d-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates a_n O(n^-a) where a 1, which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension d.enDiscussion Paper / SFB 823;17/2013multivariate sequential empirical processesOttaviani's inequalitystrong alpha mixingweak convergence;310330620A note on weak convergence of the sequential multivariate empirical process under strong mixingworking paper