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Maximal Inequalities and Empirical Central Limit Theorems

In: Empirical Process Techniques for Dependent Data

Author

Listed:
  • Jérôme Dedecker

    (Université Pierre et Marie Curie, L.S.T.A.)

  • Sana Louhichi

    (Université de Paris-Sud, Laboratoire de Probabilités, Statistique et Modélisation)

Abstract

This work presents some recent developments concerning empirical central limit theorems for dependent sequences. We try to give general conditions under which an adaptive truncation in the chaining procedure works. We show that these conditions are satisfied for a large class of mixing processes satisfying suitable moment inequalities.

Suggested Citation

  • Jérôme Dedecker & Sana Louhichi, 2002. "Maximal Inequalities and Empirical Central Limit Theorems," Springer Books, in: Herold Dehling & Thomas Mikosch & Michael Sørensen (ed.), Empirical Process Techniques for Dependent Data, pages 137-159, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4612-0099-4_3
    DOI: 10.1007/978-1-4612-0099-4_3
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