Empirical process of long-range dependent sequences when parameters are estimated

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dc.creatorKulik, Rafal
dc.date2007-02-05
dc.date.accessioned2026-07-07T08:08:40Z
dc.date.available2026-07-07T08:08:40Z
dc.descriptionIn this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to i.i.d. situation, as well as compared to ordinary empirical processes of long range dependent sequences. Applications include Kolmogorov-Smirnov and Cramer-Smirnov-von Mises goodness-of-fit statistics.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/math/0702089
dc.identifierhttp://arxiv.org/abs/math/0702089
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131339
dc.subjectStatistics Theory
dc.subject62E20, 62F05
dc.titleEmpirical process of long-range dependent sequences when parameters are estimated
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