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

DOI10.1007/BF00774781MaRDI QIDQ1335372zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3850153 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• A central limit theorem for m-dependent random variables with unbounded m
• An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
• An introduction to bispectral analysis and bilinear time series models
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
• Behavior of robust estimators in the regression model with dependent errors
• 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
• Influence functionals for time series (with discussion)
• Linear Functions of Order Statistics
• Non-strong mixing autoregressive processes
• On functions bounding the empirical distribution of uniform spacings
• Robust estimation in dependent situations
• Some mixing properties of time series models
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes
• The behavior of robust estimators on dependent data

Cited in

(6)

• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference
• scientific article; zbMATH DE number 1419221 (Why is no real title available?)
• Curve estimation for \(m_ n\)-decomposable time series including bilinear processes
• Asymptotic distribution of statistics in time series
• scientific article; zbMATH DE number 706384 (Why is no real title available?)
• Asymptotics ofL₁-Estimators in Moving Average Time Series Models

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