The empirical process of some long-range dependent sequences with an application to U-statistics
From MaRDI portal
Publication:910810
DOI10.1214/aos/1176347394zbMath0696.60032OpenAlexW2068592427MaRDI QIDQ910810
Murad S. Taqqu, Herold G. Dehling
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347394
Hermite polynomialslong-range dependenceempirical processU-statisticsHermite processDonsker's functional limit theoremMises statistics
Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
Related Items
Two-sample U-statistic processes for long-range dependent data, Generalized Lorenz curves and convexifications of stochastic processes, On nonparametric density estimation for multivariate linear long-memory processes, A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates, Lipschitz-Killing curvatures for arithmetic random waves, Some recent developments on the geometry of random spherical eigenfunctions, Functional convergence of Berry's nodal lengths: approximate tightness and total disorder, Empirical processes for recurrent and transient random walks in random scenery, QUANTILOGRAMS UNDER STRONG DEPENDENCE, Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data, REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS, An empirical central limit theorem for intermittent maps, On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing, Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes, Testing for Change in Long‐Memory Stochastic Volatility Time Series, Robust discrimination between long‐range dependence and a change in mean, Weak convergence of the empirical process of intermittent maps in 𝕃2 under long-range dependence, Testing for the expected number of exceedances in strongly dependent seasonal time series, Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors, Bootstrap long memory processes in the frequency domain, Asymptotics of empirical processes of long memory moving averages with infinite variance., A quantitative central limit theorem for the Euler-Poincaré characteristic of random spherical eigenfunctions, On weighted \(U\)-statistics for stationary processes., Semiparametric estimation from time series with long-range dependence, Minimum distance estimation in linear models with long-range dependent errors, The asymptotic behaviour of a class ofL-estimators under long-range dependence, Asymptotics for random functions moderated by dependent noise, Asymptotic expansion of \(M\)-estimators with long-memory errors, The empirical process of a short-range dependent stationary sequence under Gaussian subordination, Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data, On robust tail index estimation for linear long-memory processes, Strong approximation results for the empirical process of stationary sequences, The change-point problem for dependent observations, Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes, Asymptotic normality of regression estimators with long memory errors, Exponential inequalities for dependent V-statistics via random Fourier features, Sojourn measures of Student and Fisher-Snedecor random fields, Normality testing for a long-memory sequence using the empirical moment generating function, A functional non-central limit theorem for multiple-stable processes with long-range dependence, On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications, Distribution of levels in high-dimensional random landscapes, On inference based on the one-sample sign statistic for long-range dependent data, Block Bootstrap for the Empirical Process of Long‐Range Dependent Data, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, On estimating the marginal distribution of a detrended series with long memory, Asymptotic results for long memory LARCH sequences, Approximate normality of high-energy hyperspherical eigenfunctions, Asymptotic properties of \(U\)-processes under long-range dependence, Function-indexed empirical processes based on an infinite source Poisson transmission stream, Simultaneous quantile inference for non-stationary long-memory time series, Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors, A general asymptotic scheme for inference under order restrictions, Hermite ranks and \(U\)-statistics, Kernel type smoothed quantile estimation under long memory, Qualitative robustness of von Mises statistics based on strongly mixing data, Delta method for long-range dependent observations, On the empirical process of tempered moving averages, A general approach to the joint asymptotic analysis of statistics from sub-samples, Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics, Inference of weighted \(V\)-statistics for nonstationary time series and its applications, On local slope estimation in partial linear models under Gaussian subordination, Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales, Bivariate symmetric statistics of long-range dependent observations, Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences, How the instability of ranks under long memory affects large-sample inference, Gaussian linear model selection in a dependent context, Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation, On the limiting behaviour of needlets polyspectra, Uniform asymptotic properties of a nonparametric regression estimator of conditional tails, A reduction principle for the critical values of random spherical harmonics, Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \), Weak convergence of stationary empirical processes, Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption, Randomly fractionally integrated processes, Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data, Residual empirical processes for long and short memory time series, M-estimators in linear models with long range dependent errors, Empirical process of long-range dependent sequences when parameters are estimated, Asymptotic inference in some heteroscedastic regression models with long memory design and errors, Minimum distance lack-of-fit tests under long memory errors, Continuous functions whose level sets are orthogonal to all polynomials of a given degree, Empirical processes of multidimensional systems with multiple mixing properties, Stable limits of empirical processes of moving averages with infinite variance., Stable limits of sums of bounded functions of long memory moving averages with finite variance, Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights, On estimating the cumulant generating function of linear processes, Testing for non-Gaussianity on cosmic microwave background radiation: a review., Goodness-of-fit testing under long memory, On location estimation for LARCH processes, Residual empirical processes for nearly unstable long-memory time series, Weighted averages and local polynomial estimation for fractional linear ARCH processes, Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test, The sequential empirical process of a random walk in random scenery, Computation of Spatial Gini Coefficients, Whittle estimator for finite-variance non-Gaussian time series with long memory, Asymptotic results for the empirical process of stationary sequences, On the asymptotic expansion of the empirical process of long-memory moving averages, On central and non-central limit theorems in density estimation for sequences of long-range dependence, Wilcoxon-Signed Rank Test for Long Memory Sequences, Asymptotics for statistical functionals of long-memory sequences, Nonparametric estimation under long memory dependence, Lack of fit test for long memory regression models, Asymptotic properties of nonparametric regression for long memory random fields, Long- and short-range dependent sequences under exponential subordination, On the area of excursion sets of spherical Gaussian eigenfunctions, Increasing domain asymptotics for the first Minkowski functional of spherical random fields, The empirical process for bivariate sequences with long memory, On Koul's minimum distance estimators in the regression models with long memory moving averages., Convergence of normalized quadratic forms, Central limit theorem for the empirical process of a linear sequence with long memory, Weak convergence of the weighted sequential empirical process of some long-range dependent data, On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series, On the Bahadur representation of sample quantiles for dependent sequences, Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process, On optimal block resampling for Gaussian-subordinated long-range dependent processes, Empirical process of long memory Gaussian subordinated random fields.
