Weak Convergence of the Sequential Empirical Process of some Long-Range Dependent Sequences with Respect to a Weighted Norm

Jannis Buchsteiner

Let $(X_k{)}_{k\ge 1}$ be a Gaussian long-range dependent process with $E{X}_1=0$, $E{X}_1^2=1$ and covariance function $r(k)=k^{-D}L(k)$. For any measurable function $G$ let $(Y_k)_{k\g…