Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
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Publication:1813537
DOI10.1016/0047-259X(90)90028-GzbMath0778.62080MaRDI QIDQ1813537
Madan Lal Puri, Kamal C. Chanda, Frits H. Ruymgaart
Publication date: 25 June 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
mixing; decomposable time series; \(m(n)\)- decomposability; asymptotic normality of \(L\)-statistics; empirical processes for \(m(n)\)-decomposable samples
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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