Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151574 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
Let (Xk)kâ¥1 be a Gaussian long-range dependent process with EX1=0, EX12=1 and covariance function r(k)=kâDL(k). For any measurable function G let (Yk)kâ¥1=(G(Xk))kâ¥1. We study the asymptotic behaviour of the associated sequential empirical process (RN(x,t)) with respect to a weighted sup-norm ââ
âw. We show that, after an appropriate normalization, (RN(x,t)) converges weakly in the space of cádlág functions with finite weighted norm to a Hermite process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jannis Buchsteiner,