Asymptotic behavior of \(L\)-statistics for a large class of time series

DOI10.1007/BF00774781zbMath0806.62013OpenAlexW2090076162MaRDI QIDQ1335372

Frits H. Ruymgaart, Madan Lal Puri

Publication date: 16 February 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00774781

zbMATH Keywords

asymptotic normalitytime seriesmixingdependence structureL-statisticslinear combinations of functions of order statisticsempirical processes for decomposable samples

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cites Work

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• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION

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