Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes

DOI10.1016/0378-3758(90)90007-HzbMath0702.62083OpenAlexW2011430751MaRDI QIDQ915325

Gert Nieuwenhuis, Frits H. Ruymgaart

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90007-h

zbMATH Keywords

truncationscoresAsymptotic normalitygeneral linear processLyapunov's limit theoremrank estimators of serial dependencereduced empirical processesStochastic inequalities

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) Central limit and other weak theorems (60F05) Sample path properties (60G17)

Related Items

Asymptotic behavior of \(L\)-statistics for a large class of time series, Central limit theorems for sequences with \(m(n)\)-dependent main part, GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes and related properties of random sequences and processes
• Some mixing properties of time series models
• Linear serial rank tests for randomness against ARMA alternatives
• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
• Limit theorems and inequalities for the uniform empirical process indexed by intervals
• Asymptotic distributions of multivariate rank order statistics
• A central limit theorem for m-dependent random variables with unbounded m
• Conditions for linear processes to be strong-mixing
• On the Strong Mixing Property for Linear Sequences
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION