A CLT for empirical processes involving time-dependent data. (English) Zbl 1287.60034
The starting point is represented by sequence i.i.d. random variables. The corresponding empirical process and corresponding probabilities are formulated. The sufficient conditions for the empirical process are established to satisfy the CLT. Corollaries of the main result include examples of classical processes when CLT holds. The CLT fails for all sample continuous fractional Brownian motions, which are tied down at zero.
Reviewer: Pavel Froněk (Praha)
MSC:
| 60F05 | Central limit and other weak theorems |
| 60F17 | Functional limit theorems; invariance principles |
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