The Function-Indexed Sequential Empirical Process under Long-Range Dependence
Probability
2017-01-06 v2
Abstract
Let be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have weak convergence to a linear combination of Hermite processes.
Cite
@article{arxiv.1603.06760,
title = {The Function-Indexed Sequential Empirical Process under Long-Range Dependence},
author = {Jannis Buchsteiner},
journal= {arXiv preprint arXiv:1603.06760},
year = {2017}
}