Weak convergence of the empirical process of intermittent maps in 𝕃2 under long-range dependence

DOI10.1142/S0219493715500082zbMath1315.60038arXiv1311.5873MaRDI QIDQ5251125

Murad S. Taqqu, Jérôme Dedecker, Herold G. Dehling

Publication date: 22 May 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.5873

zbMATH Keywords

limit theoremlong-range dependenceempirical processCramér-von Mises statisticintermittency

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Functional limit theorems; invariance principles (60F17) Dynamical systems involving maps of the interval (37E05)

Related Items (8)

Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs ⋮ Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case ⋮ The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ Block Bootstrap for the Empirical Process of Long‐Range Dependent Data ⋮ Moment bounds for dependent sequences in smooth Banach spaces ⋮ Gaussian linear model selection in a dependent context ⋮ Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems

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