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Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonallong-memory
Published online by Cambridge University Press: 15 November 2002
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.
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- © EDP Sciences, SMAI, 2002
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