Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series

DOI10.1016/0047-259X(90)90028-GzbMath0778.62080OpenAlexW1999474784MaRDI QIDQ1813537

Frits H. Ruymgaart, Kamal C. Chanda, Madan Lal Puri

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90028-g

zbMATH Keywords

mixingdecomposable time series\(m(n)\)- decomposabilityasymptotic normality of \(L\)-statisticsempirical processes for \(m(n)\)-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)

Related Items (8)

Asymptotic behavior of \(L\)-statistics for a large class of time series ⋮ Asymptotic behavior of regression quantiles in non-stationary, dependent cases ⋮ Curve estimation for \(m_ n\)-decomposable time series including bilinear processes ⋮ Central limit theorems for sequences with \(m(n)\)-dependent main part ⋮ Empirical U-statistics processes ⋮ Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series ⋮ Optimal tests for autoregressive models based on autoregression rank scores ⋮ Nonparametric prediction for random fields

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