par Berkes, István;Hörmann, Siegfried 
;Schauer, Johannes
Référence Stochastic processes and their applications, 119, 4, page (1298-1324)
Publication Publié, 2009
;Schauer, JohannesRéférence Stochastic processes and their applications, 119, 4, page (1298-1324)
Publication Publié, 2009
Article révisé par les pairs
| Résumé : | We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results. |
