A note on weak convergence of the sequential multivariate empirical process under strong mixing

Axel Bücher

Published 2013-04-18Version 1

This article investigates weak convergence of the sequential $d$-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $\alpha_n = O(n^{-a})$, where $a>1$, which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension $d$.