The Multivariate Empirical of Long Memory Processes

Research & Reviews: Journal of Statistics and Mathematical Sciences

article

Ichaou Mounirou¹ 

[1] Faculty of Management and Economics Sciences, Université de Parakou

关键词: Multivariate processes;    Empirical process;    Hermite polynomials;    Convergence;   

来源: Research & Reviews

【 摘 要 】

We establish a functional central limit theorem for the empirical pro-cess of long range dependent stationary multivariate sequences under Gaussian subordination conditions. The proof is based upon a convergence result for cross-products of Hermite polynomials and a multivariate uniform reduction principle, as in Marinucci for bivariate sequences.

【 授权许可】

Unknown