Trimmed sums of long range dependent moving averages

DOI10.1016/j.spl.2008.02.033zbMath1169.62340OpenAlexW2094666507MaRDI QIDQ951214

Rafał Kulik, Mohamedou 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

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

Related Items (2)

Trimmed stable AR(1) processes ⋮ Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences

Cites Work

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• On the asymptotic expansion of the empirical process of long-memory moving averages
• The supremum of a negative drift random walk with dependent heavy-tailed steps.
• The asymptotic distribution of the trimmed mean
• On the Bahadur representation of sample quantiles for dependent sequences
• Non-central limit theorems for non-linear functional of Gaussian fields
• Nonparametric Statistical Data Modeling

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