Hermite ranks and \(U\)-statistics
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Publication:2441321
DOI10.1007/s00184-013-0474-4zbMath1282.62182OpenAlexW1987529629MaRDI QIDQ2441321
Murad S. Taqqu, Céline Lévy-Leduc
Publication date: 24 March 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0474-4
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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- Weak convergence to fractional brownian motion and to the rosenblatt process
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
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