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- W1979657580 abstract "We prove a functional central limit theorem for the empirical process of a stationary process X t =Y t +V t , where Y t is a long memory moving average in i.i.d. r.v.’s ζ s , s ≤ t, and V t =V (ζ t , ζt-1,...) is a weakly dependent nonlinear Bernoulli shift. Conditions of weak dependence of V t are written in terms of L2-norms of shift-cut differences V (ζ t , ζt-n, 0,...,) − V(ζ t ,...,ζt-n+1, 0,...). Examples of Bernoulli shifts are discussed. The limit empirical process is a degenerated process of the form f(x)Z, where f is the marginal p.d.f. of X0 and Z is a standard normal r.v. The proof is based on a uniform reduction principle for the empirical process." @default.
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- W1979657580 date "2005-01-01" @default.
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- W1979657580 title "Functional Limit Theorem for the Empirical Process of a Class of Bernoulli Shifts with Long Memory" @default.
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- W1979657580 doi "https://doi.org/10.1007/s10959-004-2593-3" @default.
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