Weak Convergence of Generalized Empirical Processes Relative to $d_q$ Under Strong Mixing

M-estimation for linear models with spatially-correlated errors

“…as n → ∞, we conclude by Theorem 3.1 of Mehra and Rao (1975) and Lemma A.6 of Koul (1977) that l ÿ 1n Var(l ÿ 1n ) d:…”

Rank order statistics for time series models

“…Lemma 2.1 can be obtained by a slight variation of the proof of Lemma 2.6 (ii) of Mehra and Rao (1975).…”

Some Contributions to Chernoff-Savage Theorems

“…Brought to you by | New York University Bobst Library Technical Services Authenticated Download Date | 6/11/15 7:50 AM Ahmad, Lin (1980), Fears, Mehra (1974), and Mehra, Rao (1975, 1978 first establish a weak convergence result of scme weighted two sample empirical process as in Pyke, Shorack (1968 Here we have to use the following basic inequality (Davydov (1970)):…”