Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages

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Asymptotic theory for stationary processes (2011, background): “Wu and Mielniczuk (2002) and Ho and Hsing (1996) considered long-memory processes.”
HURST EXPONENT ESTIMATION OF LOCALLY SELF-SIMILAR GAUSSIAN PROCESSES USING SAMPLE QUANTILES (2005, methodology): “Extensions of the above results to dependent random variables have been pursued in Sen and Ghosh (1972) for φ−mixing variables, in Yoshihara (1995) for strongly mixing variables, and recently in Wu (2005) for shortrange and long-range dependent linear processes, following works of Hesse (1990) and H”
Asymptotic results for the empirical process of stationary sequences (2009, unknown): “For an overview and more references see also Giraitis and Surgailis [38] and Koul and Surgailis [46].”