Dehling, Herold; Durieu, Olivier; Volny, Dalibor - In: Stochastic Processes and their Applications 119 (2009) 10, pp. 3699-3718
We present a new technique for proving the empirical process invariance principle for stationary processes (Xn)n=0. The main novelty of our approach lies in the fact that we only require the central limit theorem and a moment bound for a restricted class of functions (f(Xn))n=0, not containing...