Empirical Processes and Schatte Model
Marko Raseta

TL;DR
This paper establishes a strong approximation result for the empirical process based on the Schatte model, achieving a rate of 1/16, which advances understanding of empirical process behavior under this model.
Contribution
It provides the first strong approximation rate for the empirical process associated with the Schatte model, filling a gap in the theoretical understanding.
Findings
Strong approximation rate of 1/16 for the empirical process.
First such approximation result for the Schatte model.
Enhances theoretical insights into empirical processes.
Abstract
We proved the strong approximation result for the empirical process derived from its corresponding Schatte model. The corresponding strong approximation rate obtained is 1/16.
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Taxonomy
TopicsProbability and Risk Models · Financial Risk and Volatility Modeling · Economic theories and models
