The empirical process of a short-range dependent stationary sequence under Gaussian subordination

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Cites work

scientific article; zbMATH DE number 3274494 (Why is no real title available?)
A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
A note on empirical processes of strong-mixing sequences
CLT and other limit theorems for functionals of Gaussian processes
Central limit theorems for non-linear functionals of Gaussian fields
Convergence of integrated processes of arbitrary Hermite rank
Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
Non-central limit theorems for non-linear functional of Gaussian fields
Positively correlated normal variables are associated
The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
The empirical process of some long-range dependent sequences with an application to U-statistics

Cited in

(22)

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Central limit theorem for the empirical process of a linear sequence with long memory
On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
Measuring the roughness of random paths by increment ratios
Short-range dependent processes subordinated to the Gaussian may not be strong mixing
Local linear quantile estimation for nonstationary time series
Asymptotic results for the empirical process of stationary sequences
Computation of spatial Gini coefficients
Localized level crossing random walk test robust to the presence of structural breaks
Limit theorems for the nonlinear functional of stationary Gaussian processes
On local slope estimation in partial linear models under Gaussian subordination
On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
Continuous functions whose level sets are orthogonal to all polynomials of a given degree
Goodness-of-fit testing under long memory
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
A general asymptotic scheme for inference under order restrictions
Uniform CLT for empirical process

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