Convergence of Probability Measures. Math. Probability Appls. The empirical measure is a sufficient statistic. Eléments aléatoires dans un espace de Banach. The first weakness of the empirical process is the amount of time and high level of commitment expected. Kolmogorov, A. Unit root, cointegration and persistent regressors. Meyer, Paul-André (1972). (1979). 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A. Schmidt, Wolfgang M. (1975). NSF - CBMS Regional Conference Series in Probability and Statistics, Volume 2, IMS, Hayward, American Statistical Association, Alexandria. Ash, Robert B. The study of empirical processes is a branch of mathematical statistics and a sub-area of probability theory.. Gruber, P.M. (1981). Theor. Blum, J.R. (1955). C.R. Randon measures on arbitrary topological spaces and cylindrical measures. J. Multivariate Analysis. D. thesis, Mass. (1971). 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