Inference of weighted \(V\)-statistics for nonstationary time series and its applications
From MaRDI portal
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
Related Items
Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes, 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, Towards a general theory for nonlinear locally stationary processes, On inference validity of weighted U-statistics under data heterogeneity, 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, Inference of weighted \(V\)-statistics for nonstationary time series and its applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- Asymptotic distributions of weighted \(U\)-statistics of degree 2
- The Wiener algebra of absolutely convergent Fourier integrals: an overview
- Asymptotic normality, strong mixing and spectral density estimates
- Local linear quantile estimation for nonstationary time series
- Approximations and limit theory for quadratic forms of linear processes
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Nonparametric inference of quantile curves for nonstationary time series
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Central limit theorems for quadratic forms in random variables having long-range dependence
- A central limit theorem for generalized quadratic forms
- Gaussian measures in Banach spaces
- Consistency of the generalized bootstrap for degenerate \(U\)-statistics
- Asymptotic distributions for weighted \(U\)-statistics
- A central limit theorem for a random quadratic form of strictly stationary processes
- Asymptotic distribution of quadratic forms
- Nonlinear time series. Nonparametric and parametric methods
- On weighted \(U\)-statistics for stationary processes.
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- Asymptotic spectral theory for nonlinear time series
- Asymptotic distributions for quadratic forms with applications to tests of fit
- Some Results Concerning the Asymptotic Distribution of Sample Fourier Transforms and Periodograms for a Discrete‐time Stationary Process with a Continuous Spectrum
- Gaussian approximations for non-stationary multiple time series
- A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
- Limit Theorems for Dependent U-statistics
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- A test for second-order stationarity of a time series based on the discrete Fourier transform
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection
- Asymptotic properties of spectral estimates of second order
- Structural Break Estimation for Nonstationary Time Series Models
- A Class of Statistics with Asymptotically Normal Distribution
- On the Asymptotic Distribution of Differentiable Statistical Functions
- On the asymptotic behavior of weighted \(U\)-statistics