The Function-Indexed Sequential Empirical Process under Long-Range   Dependence
  Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have weak convergence to a linear combination of Hermite processes. 
Jannis Buchsteiner
math.PR