The sequential empirical process of nonlinear long-range dependent random vectors
| 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.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.identifier.uri | http://hdl.handle.net/2003/34262 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-16339 | |
| 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 |