Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes

DOI10.1016/0378-3758(90)90007-HzbMath0702.62083MaRDI QIDQ915325

Gert Nieuwenhuis, Frits H. Ruymgaart

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

truncation; scores; Asymptotic normality; general linear process; Lyapunov's limit theorem; rank estimators of serial dependence; reduced empirical processes; Stochastic inequalities

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

60G17: Sample path properties

Related Items

GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION, Central limit theorems for sequences with \(m(n)\)-dependent main part, Asymptotic behavior of \(L\)-statistics for a large class of time series, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series

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