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
Issue Date: 2015
Appears in Collections:Sonderforschungsbereich (SFB) 823

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