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20132022
most citedMultiple block sizes and overlapping blocks for multivariate time series extremes

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math.PR2013

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

Axel Bücher

This article investigates weak convergence of the sequential -dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $α_n = O(n^{-a}…