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

DOI10.1007/BF01303800zbMATH Open0838.60030OpenAlexW2074242499MaRDI QIDQ1908536FDOQ1908536

Authors: Jan Mielniczuk, Sándor Csörgő 

Publication date: 27 May 1996

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01303800

Recommendations

• The empirical process of some long-range dependent sequences with an application to U-statistics
• Weak convergence for empirical processes of associated sequences
• Approximating class approach for empirical processes of dependent sequences indexed by functions
• The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences
• The empirical process for bivariate sequences with long memory

zbMATH Keywords

empirical distribution functionGaussian processstationary Gaussian sequencecontinuous marginal distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Convergence of integrated processes of arbitrary Hermite rank
• The empirical process of some long-range dependent sequences with an application to U-statistics
• Central limit theorems for non-linear functionals of Gaussian fields
• CLT and other limit theorems for functionals of Gaussian processes
• Non-central limit theorems for non-linear functional of Gaussian fields
• A note on empirical processes of strong-mixing sequences
• Positively correlated normal variables are associated
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables

Cited In (22)

• On estimating the marginal distribution of a detrended series with long memory
• Generalized Lorenz curves and convexifications of stochastic processes
• On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
• Surface estimation under local stationarity
• On the empirical process of tempered moving averages
• 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
• Localized level crossing random walk test robust to the presence of structural breaks
• Limit theorems for the nonlinear functional of stationary Gaussian processes
• Computation of Spatial Gini Coefficients
• 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

This page was built for publication: The empirical process of a short-range dependent stationary sequence under Gaussian subordination

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1908536)