About: Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory

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Attributs	Valeurs
type	work Article
Is Part Of	New directions in Time Series Analysis (Guest Editor: Philippe Soulier)
Subject	Gaussian processes Self-similar processes Order statistics; empirical distribution functions Time series, auto-correlation, regression, etc. New directions in Time Series Analysis (Guest Editor: Philippe Soulier) Empirical process Hermite polynomials Rosenblatt processes seasonal long-memory U-statistics von-Mises functionals.
Title	Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory
Date	2002-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2002/volume_6/issue_2002/psns6/m/print http://hub.abes.fr/edp/periodical/ps/2002/volume_6/issue_2002/psns6/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2002/volume_6/issue_2002/psns6/authorship/1
Author	Haye, Mohamedou Ould
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.
article type	research-article
publisher identifier	psns6
Date Copyrighted	2002-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2002
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2002/volume_6/issue_2002/psns6/w/record

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