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Lower classes of the Riemann–Liouville process |
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| Authors: | Charles El-Nouty |
| Institution: | Umr 557 Inserm/U1125 Inra/Cnam/Université Paris XIII, SMBH-Université Paris XIII, 74 rue Marcel Cachin, 93017 Bobigny Cedex, France |
| Abstract: | Let  be a Riemann–Liouville process with index H>0. We characterize the lower classes of its sup-norm statistic by a unique integral test and thus measure the influence of the non-stationarity of increments. |
| Keywords: | MSC: 60F15 60G15 |
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