Inference of weighted \(V\)-statistics for nonstationary time series and its applications

DOI10.1214/13-AOS1184zbMath1306.62205arXiv1401.4007MaRDI QIDQ2448724

Zhou Zhou

Publication date: 5 May 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4007

zbMATH Keywords

Fourier transformdegeneracyspectral analysisnondegeneracylocally stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

Functional weak limit theorem for a local empirical process of non-stationary time series and its application ⋮ Exponential inequalities for dependent V-statistics via random Fourier features ⋮ Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations ⋮ Estimating the Spectral Density at Frequencies Near Zero ⋮ Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes ⋮ Inference of weighted \(V\)-statistics for nonstationary time series and its applications ⋮ Towards a general theory for nonlinear locally stationary processes ⋮ On inference validity of weighted U-statistics under data heterogeneity

Cites Work

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