Abstract

Using a general strong law of large number proved by Sangare and Lo (2015) and the entropy numbers, we provide functional Glivenko-Cantelli (GC) classes for arbitrary stationary real-valued random variables (rrv's). Next, the general results are particularized for different types of dependence (association, $\phi$-mixing, in particular) and compared with available results in the literature.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call