The empirical process for bivariate sequences with long memory
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Publication:2573222
DOI10.1007/s11203-004-2790-9zbMath1100.62088MaRDI QIDQ2573222
Publication date: 7 November 2005
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-004-2790-9
functional central limit theorem; empirical process; long range dependence; strictly stationary process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
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