A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is application/pdf.
The sequential empirical process of nonlinear long-range dependent random vectors
2015
Preserved Fulltext
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.
doi:10.17877/de290r-16339
fatcat:tq2mbxmfgvfd3lrarqxwbjcsju