Asymptotic properties of \(U\)-processes under long-range dependence
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Publication:638797
DOI10.1214/10-AOS867zbMath1242.62100arXiv0912.4688OpenAlexW2063957653MaRDI QIDQ638797
Murad S. Taqqu, Valdério Anselmo Reisen, Céline Lévy-Leduc, Eric Moulines, Helène Boistard
Publication date: 14 September 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.4688
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Functional limit theorems; invariance principles (60F17)
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