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math.ST2008★ 13 cited
Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences
Miklós Csörgő, Rafal Kulik
In this paper we consider quantile and Bahadur-Kiefer processes for long range dependent linear sequences. These processes, unlike in previous studies, are considered on the whole…
math.ST2007★ 28 cited
Nonparametric deconvolution problem for dependent sequences
Rafał Kulik
We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the op…
math.ST2007
Empirical process of long-range dependent sequences when parameters are estimated
Rafal Kulik
In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range depend…