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

Published 22 Mar 2016 in math.PR | (1603.06760v2)

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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Authors (1)

  1. Jannis Buchsteiner 

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