Authors: | Buchsteiner, Jannis |
Title: | The sequential empirical process of nonlinear long-range dependent random vectors |
Language (ISO): | en |
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. |
Subject Headings: | multivariate long-range dependence subordinated Gaussian process sequential empirical process |
URI: | http://hdl.handle.net/2003/34262 http://dx.doi.org/10.17877/DE290R-16339 |
Issue Date: | 2015 |
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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