Rate of convergence of predictive distributions for dependent data

Patrizia Berti, Irene Crimaldi, Luca Pratelli +1

This paper deals with empirical processes of the type \[C_n(B)=\sqrt{n}\{μ_n(B)-P(X_{n+1}\in B\mid X_1,...,X_n)\},\] where $(X_n)$ is a sequence of random variables and $μ_n=(1/n)\…