Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Buchsteiner, Jannis | - |
dc.date.accessioned | 2014-09-05T11:36:00Z | - |
dc.date.available | 2014-09-05T11:36:00Z | - |
dc.date.issued | 2014-09-05 | - |
dc.identifier.uri | http://hdl.handle.net/2003/33609 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15631 | - |
dc.description.abstract | Let (X_k)k>=1 be a Gaussian long-range dependent process with EX_1 = 0, EX^2_1 1 = 1 and covariance function r(k) = k^(-D)L(k). For any measurable function G let (Y_k)k>= 1 = (G(X_k))k>= 1. We study the asymptotic behaviour of the associated sequential empirical process (R_N(x,t)) with respect to a weighted sup-norm ||*||w. We show that, after an appropriate normalization, (R_N(x,t)) converges weakly in the space of c adl ag functions with nite weighted norm to a Hermite process. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;29/2014 | en |
dc.subject | sequential empirical process | en |
dc.subject | modified functional delta method | en |
dc.subject | weighted norm | en |
dc.subject | long-range dependence | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Weak convergence of the weighted sequential empirical process of some long-range dependent data | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_2914_SFB823_Buchsteiner.pdf | DNB | 318.24 kB | Adobe PDF | View/Open |
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