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math.PR2016
The Function-Indexed Sequential Empirical Process under Long-Range Dependence
Jannis Buchsteiner
Let be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class…
math.PR2014
The Sequential Empirical Process of Nonlinear Long-Range Dependent Random Vectors
Jannis Buchsteiner
Let be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential emp…