Maximal Inequalities and Empirical Central Limit Theorems

Jérôme Dedecker,Sana Louhichi

doi:10.1007/978-1-4612-0099-4_3

Maximal Inequalities and Empirical Central Limit Theorems

Jérôme Dedecker, Sana Louhichi

https://doi.org/10.1007/978-1-4612-0099-4_3

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Publication Date: Jan 1, 2002

Citations: 40

Affiliation: University of Paris-Sud, Université Paris Cité, Sorbonne Université

#Empirical Central Limit Theorems #Adaptive Truncation + Show 8 more

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Abstract

This work presents some recent developments concerning empirical central limit theorems for dependent sequences. We try to give general conditions under which an adaptive truncation in the chaining procedure works. We show that these conditions are satisfied for a large class of mixing processes satisfying suitable moment inequalities.

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