Théorèmes limites pour des processus à longue mémoire saisonnière

Théorèmes limites pour des processus à longue mémoire saisonnière

Nous étudions le comportement asymptotique de statistiques ou fonctionnelles liées à des processus à longue mémoire saisonnière. Nous nous concentrons sur les lignes de Donsker et sur le processus empirique. Les suites considérées sont de la forme $G(X_n)$ où $(X_n)$ est un processus gaussien ou lin...

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Bibliographic Details
Main Author:	Ould Mohamed Abdel Haye, Mohamedou
Language:	FRE
Published:	Université des Sciences et Technologie de Lille - Lille I 2001
Subjects:	[MATH] Mathematics Appell products Change-point Empirical process Gaussian processes Hermite polynomials Kernel density estimation Linear processes Long-memory Rosenblatt process Seasonal effects U-statistics von-Mises fonctionals
Online Access:	http://tel.archives-ouvertes.fr/tel-00001326 http://tel.archives-ouvertes.fr/docs/00/04/48/39/PDF/tel-00001326.pdf

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