The empirical process of a short-range dependent stationary sequence under Gaussian subordination

@inproceedings{Cs2005TheEP,
  title={The empirical process of a short-range dependent stationary sequence under Gaussian subordination},
  author={Sfindor Cs and Jan Mielnicznk},
  year={2005}
}
  • Sfindor Cs, Jan Mielnicznk
  • Published 2005
Consider the stationary sequence X1 = G(Z1), X2 = G(Z2), . . . , where G( 9 ) is an arbitrary Borel function and Z1,Z2,... is a mean-zero stationary Gaussian sequence with covariance function r(k)= E(Z1Zk+I) satisfying r(0) = 1 and E ~1 I r ( k ) l m < oc, where, with I{ 9 } denoting the indicator function and F ( 9 ) the continuous marginal distribution function of the sequence {X~}, the integer m is the Hermite rank o f the family {I{G( ) -< x} F (x ) : x C IR}. Let Fn( 9 ) be the empirical… CONTINUE READING

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