Weak convergence of the weighted sequential empirical process of some long-range dependent data
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Publication:2339543
DOI10.1016/j.spl.2014.09.022zbMath1321.60036arXiv1312.5894OpenAlexW2100161715MaRDI QIDQ2339543
Publication date: 1 April 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5894
weak convergencelong-range dependencesequential empirical processweighted normmodified functional delta method
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items (3)
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals ⋮ On nonparametric density estimation for multivariate linear long-memory processes ⋮ Rank-based change-point analysis for long-range dependent time series
Cites Work
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