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July, 1975 The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic Processes
Joseph L. Gastwirth, Herman Rubin
Ann. Statist. 3(4): 809-824 (July, 1975). DOI: 10.1214/aos/1176343184

Abstract

This paper introduces a new mixing condition for stationary processes which is weaker than $\phi$-mixing but stronger than strong mixing. Many processes arising in applications, e.g., first order autoregressive processes, obey the conditions. The main result is that the empiric cdf of a sample from such processes converges to a Gaussian process.

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Joseph L. Gastwirth. Herman Rubin. "The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic Processes." Ann. Statist. 3 (4) 809 - 824, July, 1975. https://doi.org/10.1214/aos/1176343184

Information

Published: July, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0318.62016
MathSciNet: MR385952
Digital Object Identifier: 10.1214/aos/1176343184

Subjects:
Primary: 62E20
Secondary: 60F05, 60G10

Rights: Copyright © 1975 Institute of Mathematical Statistics

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Vol.3 • No. 4 • July, 1975
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