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Empirical process theory for nonsmooth functions under functional dependence

We provide an empirical process theory for locally stationary processes over nonsmooth function classes. An important novelty over other approaches is the use of the flexible functional dependence measure to quantify dependence. A functional central limit theorem and nonasymptotic maximal inequaliti...

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Bibliographic Details
Main Authors: Phandoidaen, Nathawut (Author) , Richter, Stefan (Author)
Format: Article (Journal)
Language:English
Published: 18 May 2022
In: Electronic journal of statistics
Year: 2022, Volume: 16, Issue: 1, Pages: 3385-3429
ISSN:1935-7524
DOI:10.1214/22-EJS2023
Online Access:Verlag, kostenfrei, Volltext: https://doi.org/10.1214/22-EJS2023
Verlag, kostenfrei, Volltext: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/Empirical-process-theory-for-nonsmooth-functions-under-functional-dependence/10.1214/22-EJS2023.full
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Author Notes:Nathawut Phandoidaen and Stefan Richter

MARC

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