Weak convergence of the weighted sequential empirical process of some long-range dependent data
| 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.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.identifier.uri | http://hdl.handle.net/2003/33609 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15631 | |
| 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 |