I. Berkes, S. Hörmann, and J. Schauer, Asymptotic results for the empirical process of stationary sequences, Stochastic Processes and their Applications, vol.119, issue.4, pp.1298-1324, 2009.
DOI : 10.1016/j.spa.2008.06.010

I. Berkes and W. Philipp, An almost sure invariance principle for the empirical distribution function of mixing random variables, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.4, issue.2, pp.115-137, 1977.
DOI : 10.1007/BF00538416

S. Borovkova, R. Burton, and H. Dehling, Limit theorems for functionals of mixing processes with applications to U -statistics and dimension estimation, Transactions of the American Mathematical Society, vol.353, issue.11, pp.4261-4318, 2001.
DOI : 10.1090/S0002-9947-01-02819-7

N. Castelle and F. Laurent-bonvalot, Strong approximations of bivariate uniform empirical processes, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.34, issue.4, pp.425-480, 1998.
DOI : 10.1016/S0246-0203(98)80024-1

J. Dedecker, An empirical central limit theorem for intermittent maps, Probability Theory and Related Fields, vol.110, issue.1-2, pp.177-195, 2010.
DOI : 10.1007/s00440-009-0227-5

URL : https://hal.archives-ouvertes.fr/hal-00685936

J. Dedecker, P. Doukhan, G. Lang, J. R. León, S. Louhichi et al., Weak dependence, Lecture Notes in Statistics, vol.190, 2007.
DOI : 10.1007/978-0-387-69952-3_2

URL : https://hal.archives-ouvertes.fr/hal-00686031

J. Dedecker, S. Gouëzel, and F. Merlevède, Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.46, issue.3, pp.796-821, 2010.
DOI : 10.1214/09-AIHP343

URL : https://hal.archives-ouvertes.fr/hal-00402864

J. Dedecker and F. Merlevède, On the almost sure invariance principle for stationary sequences of Hilbert-valued random variables, Dependence in Probability, Analysis and Number Theory , W. Philipp Memorial, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00685964

J. Dedecker and C. Prieur, An empirical central limit theorem for dependent sequences, Stochastic Processes and their Applications, vol.117, issue.1, pp.121-142, 2007.
DOI : 10.1016/j.spa.2006.06.003

URL : https://hal.archives-ouvertes.fr/hal-00685975

J. Dedecker and C. Prieur, Some unbounded functions of intermittent maps for which the central limit theorem holds, Alea, vol.5, pp.29-45, 2009.
URL : https://hal.archives-ouvertes.fr/hal-00685955

J. Dedecker, C. Prieur, and P. Raynaud-de-fitte, Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables. Dependence in Probability and Statistics , Lectures Notes in Statistics, pp.105-121, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00726650

H. Dehling and M. S. Taqqu, The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics, The Annals of Statistics, vol.17, issue.4, pp.1767-1783, 1989.
DOI : 10.1214/aos/1176347394

R. Dudley and W. Philipp, Invariance principles for sums of Banach space valued random elements and empirical processes, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.22, issue.no. 25, pp.509-552, 1983.
DOI : 10.1007/BF00534202

H. Finkelstein, The Law of the Iterated Logarithm for Empirical Distribution, The Annals of Mathematical Statistics, vol.42, issue.2, pp.607-615, 1971.
DOI : 10.1214/aoms/1177693410

L. Giraitis and D. Surgailis, The Reduction Principle for the Empirical Process of a Long Memory Linear Process, Empirical Process Techniques for Dependent Data, 2002.
DOI : 10.1007/978-1-4612-0099-4_8

H. Hennion and L. Hervé, Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness, Lecture Notes in Mathematics, vol.1766, 2001.
DOI : 10.1007/b87874

J. Kiefer, Skorohod embedding of multivariate RV's, and the sample DF, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.3, issue.1, pp.1-35, 1972.
DOI : 10.1007/BF00532460

J. Komlós, P. Major, and G. Tusnády, An approximation of partial sums of independent RV'-s, and the sample DF. I, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.43, issue.1-2, pp.111-131, 1975.
DOI : 10.1007/BF00533093

T. Lai, Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.16, issue.1, pp.7-19, 1974.
DOI : 10.1007/BF00533181

M. Ledoux and M. Talagrand, Probability in Banach spaces. Isoperimetry and processes, Ergebnisse der Mathematik und ihrer Grenzgebiete, 1991.

C. Liverani, B. Saussol, and S. Vaienti, A probabilistic approach to intermittency, Ergodic Theory and Dynamical Systems, vol.19, issue.3, pp.671-685, 1999.
DOI : 10.1017/S0143385799133856

M. Rosenblatt, A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION, Proc. Nat. Acad. Sci. U. S. A. 42, pp.43-47, 1956.
DOI : 10.1073/pnas.42.1.43

L. Rüschendorf, The Wasserstein distance and approximation theorems, Probability Theory and Related Fields, vol.28, issue.7, pp.117-129, 1985.
DOI : 10.1137/1128025

W. B. Wu, Strong invariance principles for dependent random variables, The Annals of Probability, vol.35, issue.6, pp.2294-2320, 2007.
DOI : 10.1214/009117907000000060

W. B. Wu, Empirical processes of stationary sequences, Statist. Sinica, vol.18, pp.313-333, 2008.

K. Yoshihara, Note on an almost sure invariance principle for some empirical processes, Yokohama Math. J, vol.27, pp.105-110, 1979.

H. Yu, A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences. Probab. Theory Relat, pp.357-370, 1993.

R. Zweimüller, Ergodic structure and invariant densities of non-Markovian interval maps with indifferent fixed points, Nonlinearity, vol.11, issue.5, pp.1263-1276, 1998.
DOI : 10.1088/0951-7715/11/5/005