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
eldorado.dnb.deposit	true	de

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