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

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  • Bucher, Axel

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  • Bucher, Axel, 2013. "A note on weak convergence of the sequential multivariate empirical process under strong mixing," LIDAM Discussion Papers ISBA 2013028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2013028
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    File URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2013_28_buecher_a_note.pdf
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    References listed on IDEAS

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    1. Xiaofeng Shao, 2010. "A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 343-366, June.
    2. Inoue, Atsushi, 2001. "Testing For Distributional Change In Time Series," Econometric Theory, Cambridge University Press, vol. 17(1), pages 156-187, February.
    3. Atsushi Inoue, "undated". "Testing Change in Time Series," Computing in Economics and Finance 1997 7, Society for Computational Economics.
    4. Paul Doukhan & Jean-David Fermanian & Gabriel Lang, 2009. "An empirical central limit theorem with applications to copulas under weak dependence," Statistical Inference for Stochastic Processes, Springer, vol. 12(1), pages 65-87, February.
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    Cited by:

    1. Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae, 2016. "The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series," Journal of Econometrics, Elsevier, vol. 193(1), pages 251-270.

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