Authors: | Buchsteiner, Jannis |
Title: | Weak convergence of the weighted sequential empirical process of some long-range dependent data |
Language (ISO): | en |
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. |
Subject Headings: | sequential empirical process modified functional delta method weighted norm long-range dependence |
URI: | http://hdl.handle.net/2003/33609 http://dx.doi.org/10.17877/DE290R-15631 |
Issue Date: | 2014-09-05 |
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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