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• W2123397668 abstract "We prove a strong approximation result with rates for the empirical process associated to an absolutely regular stationary sequence of random variables with values in ${mathbb R}^d$. As soon as the absolute regular coefficients of the sequence decrease more rapidly than $n^{1-p} $ for some $p in ]2,3]$, we show that the error of approximation between the empirical process and a two-parameter Gaussian process is of order $n^{1/p} (log n)^{lambda(d)}$ for some positive $lambda(d)$ depending on $d$, both in ${mathbb L}^1$ and almost surely. The power of $n$ being independent of the dimension, our results are even new in the independent setting, and improve earlier results. In addition, for absolutely regular sequences, we show that the rate of approximation is optimal up to the logarithmic term." @default.
• W2123397668 created "2016-06-24" @default.
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• W2123397668 date "2014-01-01" @default.
• W2123397668 modified "2023-10-17" @default.
• W2123397668 title "Strong approximation of the empirical distribution function for absolutely regular sequences in ${mathbb R}^d$" @default.
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• W2123397668 doi "https://doi.org/10.1214/ejp.v19-2658" @default.
• W2123397668 hasPublicationYear "2014" @default.
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