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## Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica

2017 | 71 | 1 |
Tytuł artykułu

### An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes

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Let: $$\mathbf{Y=}\left( \mathbf{Y}_{i}\right)$$, where $$\mathbf{Y}_{i}=\left( Y_{i,1},...,Y_{i,d}\right)$$, $$i=1,2,\dots$$, be a $$d$$-dimensional, identically distributed, stationary, centered process with uniform marginals and a joint cdf $$F$$, and $$F_{n}\left( \mathbf{x}\right) :=\frac{1}{n}\sum_{i=1}^{n}\mathbb{I}\left(Y_{i,1}\leq x_{1},\dots ,Y_{i,d}\leq x_{d}\right)$$ denote the corresponding empirical cdf. In our work, we prove the almost sure central limit theorem for an empirical process $$B_{n}=\sqrt{n}\left( F_{n}-F\right)$$ under some weak dependence conditions due to Doukhan and Louhichi. Some application of the established result to copula processes is also presented.
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2017
online
2017-06-30
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Bibliografia
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