Solution : https://service.sap.com/sap/support/notes/761745 (SAP Service marketplace login required)
Key words : 
ops$<sid>adm logs, generate oracle optimizer statistics, system oracle user, activated stats_dbms_stats parameter, cascade=> true option, oracle database, cascade=>true, remote_os_authent = true, index statistics, error occurs
Related Notes : 
       
| 711047 | Performance problem on DBMS_STATS in 9.2 | 
| 684545 | Statistics generation: DBMS_STATS runs longer than ANALYZE | 
| 633914 | Error when executing DBMS_STATS | 
| 539921 | Current patch set for Oracle 9.2.0 |