An Empirical Process Central Limit Theorem for Multidimensional Dependent Data

Olivier Durieu, Marco Tusche

Let $(U_n(t){)}_{t\in {\mathbb{R}}^d}$ be the empirical process associated to an ${\mathbb{R}}^d$-valued stationary process $(X_i{)}_{i\ge 0}$. We give general conditions, which only involve processes $(f(…