Research Article Open Access

The Multivariate Empirical of Long Memory Processes

Abstract

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.

Ichaou Mounirou*

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