Limit Behaviour of Sequential Empirical Measure Processes

2008/10/30 by Omar El‐Dakkak, Omar El-Dakkak, El-Dakkak, Omar
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.PR #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.0810.5565

arxiv created 2008/10/30 · openalex publication_date 2008/10/30 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we obtain some uniform laws of large numbers and functional central limit theorems for sequential empirical measure processes indexed by classes of product functions satisfying appropriate Vapnik-Chervonenkis properties.

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