Trimmed sums of long range dependent moving averages

DOI10.1016/J.SPL.2008.02.033MaRDI QIDQ951214zbMATH OpenOpenAlexFDO

Authors Rafał Kulik, M. Ould Haye

Publication date 30 October 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.02.033

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A note on the asymptotic normality of sums of extreme values
• Empirical processes of long-memory sequences
• scientific article; zbMATH DE number 16081 (Why is no real title available?)
• scientific article; zbMATH DE number 1944033 (Why is no real title available?)
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• Nonparametric Statistical Data Modeling
• Normal and stable convergence of integral functions of the empirical distribution function
• On the asymptotic expansion of the empirical process of long-memory moving averages
• On the Bahadur representation of sample quantiles for dependent sequences
• The asymptotic distribution of the trimmed mean
• The supremum of a negative drift random walk with dependent heavy-tailed steps.
• Weighted empirical and quantile processes
• What portion of the sample makes a partial sum asymptotically stable or normal?

Cited in

(4)

• Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance
• Trimmed stable AR(1) processes
• scientific article; zbMATH DE number 1226333 (Why is no real title available?)
• Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences

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