Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series

DOI10.1016/0047-259X(90)90028-GzbMath0778.62080MaRDI QIDQ1813537

Frits H. Ruymgaart, Kamal C. Chanda, Madan Lal Puri

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90028-g

zbMATH Keywords

mixing; decomposable time series; \(m(n)\)- decomposability; asymptotic normality of \(L\)-statistics; empirical processes for \(m(n)\)-decomposable samples

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

Related Items

Asymptotic behavior of regression quantiles in non-stationary, dependent cases, Curve estimation for \(m_ n\)-decomposable time series including bilinear processes, Central limit theorems for sequences with \(m(n)\)-dependent main part, Empirical U-statistics processes, Nonparametric prediction for random fields, Asymptotic behavior of \(L\)-statistics for a large class of time series, Optimal tests for autoregressive models based on autoregression rank scores, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series

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