Moment Inequalities for Supremum of Empirical Processes forφ-Mixing Sequences

B. L. S. Prakasa Rao
2003 Communications in Statistics - Theory and Methods  
Let {X n , −∞ < n < ∞} be a stationary φ-mixing process with the one-dimensional marginal distribution function F and the density function f. Let F n (x) be the empirical distribution function based on the observations {X i , 1 ≤ i ≤ n} and W * n = sup −∞<x<∞
doi:10.1081/sta-120022703 fatcat:ee2xojsqrvgalanoygwipmfzce