Asymptotics for statistical functionals of long-memory sequences

DOI10.1016/j.spa.2011.10.006zbMath1250.62023OpenAlexW2066164069MaRDI QIDQ765881

Henryk Zähle, Eric Beutner, Wei-Biao Wu

Publication date: 22 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.10.006

zbMATH Keywords

weighted empirical processU-statisticsquasi-Hadamard differentiabilityV-statisticsnoncentral limit theoremL-statisticlinear long memory sequencemodified functional delta method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items

Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, QUANTILOGRAMS UNDER STRONG DEPENDENCE, Qualitative and infinitesimal robustness of tail-dependent statistical functionals, Qualitative robustness of von Mises statistics based on strongly mixing data, A general approach to the joint asymptotic analysis of statistics from sub-samples, Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics, Weak convergence of the weighted sequential empirical process of some long-range dependent data, Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process

Uses Software

• longmemo

Cites Work

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