alexa The Multivariate Empirical of Long Memory Processes

Research & Reviews: Journal of Statistics and Mathematical Sciences
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Research Article

The Multivariate Empirical of Long Memory Processes

Ichaou Mounirou*

Faculty of Management and Economics Sciences, Université de Parakou, Benin

*Corresponding Author:
Mounirou Ichaou
Faculty of Management and Economics Sciences, Université de Parakou, Benin
E-mail: [email protected]

Received date: 10/03/16; Accepted date: 14/04/16; Published date: 18/04/16

 

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.

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