2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/131339In 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.12 pagesStatistics Theory62E20, 62F05text