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Stochastics

An International Journal of Probability and Stochastic Processes

Volume 92, 2020 - Issue 1

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A weak convergence result for sequential empirical processes under weak dependence

Maria MohrDepartment of Mathematics, University of Hamburg, Bundesstr. 55, 20146Hamburg, GermanyCorrespondence[email protected]

Pages 140-164 | Received 01 Nov 2018, Accepted 27 Mar 2019, Published online: 08 Apr 2019

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https://doi.org/10.1080/17442508.2019.1602132
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Articles from other publishers (5)

Francesco Bravo. (2021) Misspecified semiparametric model selection with weakly dependent observations. Journal of Time Series Analysis 43:4, pages 558-586.
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Maria Mohr & Natalie Neumeyer. (2020) Nonparametric volatility change detection. Scandinavian Journal of Statistics 48:2, pages 529-548.
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Maria Mohr & Natalie Neumeyer. (2020) Consistent nonparametric change point detection combining CUSUM and marked empirical processes. Electronic Journal of Statistics 14:1.
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Jau-Lian JengJau-Lian Jeng. 2020. Contemporaneous Event Studies in Corporate Finance. Contemporaneous Event Studies in Corporate Finance 161 199 .

Jau-Lian JengJau-Lian Jeng. 2020. Contemporaneous Event Studies in Corporate Finance. Contemporaneous Event Studies in Corporate Finance 91 145 .

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