The Sequential Empirical Process of Nonlinear Long-Range Dependent Random Vectors
Probability
2015-08-31 v3
Abstract
Let be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination. The limiting process is either a product of a deterministic function and a Hermite process as in the one-dimensional case or a sum of various processes of this kind.
Cite
@article{arxiv.1411.6442,
title = {The Sequential Empirical Process of Nonlinear Long-Range Dependent Random Vectors},
author = {Jannis Buchsteiner},
journal= {arXiv preprint arXiv:1411.6442},
year = {2015}
}