Inference of weighted \(V\)-statistics for nonstationary time series and its applications
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Publication:2448724
DOI10.1214/13-AOS1184zbMath1306.62205arXiv1401.4007MaRDI QIDQ2448724
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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
62M15: Inference from stochastic processes and spectral analysis
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Cites Work
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