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arXiv · 1603.06760

The Function-Indexed Sequential Empirical Process under Long-Range Dependence

Jannis Buchsteiner
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Abstract

Let $(X_j)_{j\geq1}$ 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.

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Jannis Buchsteiner. 2017-01-05. The Function-Indexed Sequential Empirical Process under Long-Range Dependence. https://arxiv.org/abs/1603.06760

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