Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory
ESAIM: Probability and Statistics (2010)
- Volume: 6, page 293-309
- ISSN: 1292-8100
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topHaye, Mohamedou Ould. "Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory." ESAIM: Probability and Statistics 6 (2010): 293-309. <http://eudml.org/doc/104294>.
@article{Haye2010,
abstract = {
We study the asymptotic behavior of the empirical process when the
underlying data are Gaussian and exhibit seasonal
long-memory. We prove that the limiting process can be quite
different from the limit obtained in the case of regular
long-memory. However, in both cases, the limiting process is
degenerated. We apply our results to von–Mises functionals and
U-Statistics.
},
author = {Haye, Mohamedou Ould},
journal = {ESAIM: Probability and Statistics},
keywords = {Empirical process; Hermite polynomials;
Rosenblatt processes; seasonal long-memory; U-statistics von–Mises functionals.},
language = {eng},
month = {3},
pages = {293-309},
publisher = {EDP Sciences},
title = {Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory},
url = {http://eudml.org/doc/104294},
volume = {6},
year = {2010},
}
TY - JOUR
AU - Haye, Mohamedou Ould
TI - Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 6
SP - 293
EP - 309
AB -
We study the asymptotic behavior of the empirical process when the
underlying data are Gaussian and exhibit seasonal
long-memory. We prove that the limiting process can be quite
different from the limit obtained in the case of regular
long-memory. However, in both cases, the limiting process is
degenerated. We apply our results to von–Mises functionals and
U-Statistics.
LA - eng
KW - Empirical process; Hermite polynomials;
Rosenblatt processes; seasonal long-memory; U-statistics von–Mises functionals.
UR - http://eudml.org/doc/104294
ER -
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