Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Buchsteiner, Jannis | - |
dc.date.accessioned | 2015-10-07T13:19:22Z | - |
dc.date.available | 2015-10-07T13:19:22Z | - |
dc.date.issued | 2015 | - |
dc.identifier.uri | http://hdl.handle.net/2003/34262 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-16339 | - |
dc.description.abstract | Let (G(Xj)j>1 be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination. The limiting process is either a product of a deterministic function and a Hermite process as in the one-dimensional case or a sum of various processes of this kind. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;33/2015 | en |
dc.subject | multivariate long-range dependence | en |
dc.subject | subordinated Gaussian process | en |
dc.subject | sequential empirical process | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | The sequential empirical process of nonlinear long-range dependent random vectors | 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_3315_SFB823_ Buchsteiner.pdf | DNB | 350.89 kB | Adobe PDF | View/Open |
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