2000 character limit reached
The Function-Indexed Sequential Empirical Process under Long-Range Dependence (1603.06760v2)
Published 22 Mar 2016 in math.PR
Abstract: Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have weak convergence to a linear combination of Hermite processes.