Asymptotic behavior of L-statistics for a large class of time series

DOI10.1007/BF00774781zbMATH Open0806.62013OpenAlexW2090076162MaRDI QIDQ1335372FDOQ1335372

Authors: Frits Ruymgaart, Madan L. Puri 

Publication date: 16 February 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00774781

Recommendations

• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
• scientific article; zbMATH DE number 706384
• Asymptotic behaviour of linear combinations of functions of order statistics
• Asymptotic normality of decomposable statistics on the frequencies of m-tuples

zbMATH Keywords

asymptotic normalitytime seriesmixingdependence structureL-statisticslinear combinations of functions of order statisticsempirical processes for decomposable samples

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cites Work

• Title not available (Why is that?)
• Non-strong mixing autoregressive processes
• Influence functionals for time series (with discussion)
• Robust estimation in dependent situations
• Behavior of robust estimators in the regression model with dependent errors
• The behavior of robust estimators on dependent data
• Title not available (Why is that?)
• Some mixing properties of time series models
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• An introduction to bispectral analysis and bilinear time series models
• A central limit theorem for m-dependent random variables with unbounded m
• Functions of Order Statistics
• Title not available (Why is that?)
• An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
• Linear Functions of Order Statistics
• Further remarks on robust estimation in dependent situations
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes
• On functions bounding the empirical distribution of uniform spacings
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series

Cited In (6)

• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference
• Title not available (Why is that?)
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
• Title not available (Why is that?)
• Asymptotic distribution of statistics in time series
• Asymptotics ofL₁-Estimators in Moving Average Time Series Models

This page was built for publication: Asymptotic behavior of \(L\)-statistics for a large class of time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1335372)