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• W3058303707 abstract "Abstract We consider asymptotic properties of the empirical process of tempered moving average with memory parameter d ∈ [ 0 , 1 ∕ 2 ) and tempering parameter λ N → 0 , centered by the marginal distribution function of the corresponding untempered stationary process. We prove that under long memory ( 0 d 1 ∕ 2 ) and strong tempering ( N λ N → ∞ ) the above empirical process has a faster rate of convergence than under weak or moderate tempering. Moreover, for 0 d 1 ∕ 2 and λ N = o ( N − 1 ∕ ( 1 − 2 d ) ) a uniform reduction principle holds and weak convergence to a degenerate Gaussian process is obtained." @default.
• W3058303707 created "2020-08-24" @default.
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• W3058303707 date "2020-12-01" @default.
• W3058303707 modified "2023-09-24" @default.
• W3058303707 title "On the empirical process of tempered moving averages" @default.
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• W3058303707 doi "https://doi.org/10.1016/j.spl.2020.108902" @default.
• W3058303707 hasPublicationYear "2020" @default.
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