Stationary solutions for integer-valued autoregressive processes.

Aly, Emad-Eldin A.A.; Bouzar, Nadjib

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Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory

Mohamedou Ould Haye (2002)

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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.