| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149720 | Journal of Statistical Planning and Inference | 2009 | 8 Pages |
Abstract
In this paper, we study the asymptotic behavior of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to i.i.d. situation, as well as compared to ordinary empirical processes of long-range dependent sequences. Applications include Kolmogorov-Smirnov and Cramer-Smirnov-von Mises goodness-of-fit statistics.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Rafal Kulik,