• Title of article

    Asymptotics for statistical functionals of long-memory sequences

  • Author/Authors

    Beutner، نويسنده , , Eric FuLong Wu، نويسنده , , Wei Biao and Zنhle، نويسنده , , Henryk، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    20
  • From page
    910
  • To page
    929
  • Abstract
    We present two general results that can be used to obtain asymptotic properties for statistical functionals based on linear long-memory sequences. As examples for the first one we consider L- and V-statistics, in particular tail-dependent L-statistics as well as V-statistics with unbounded kernels. As an example for the second result we consider degenerate V-statistics. To prove these results we also establish a weak convergence result for empirical processes of linear long-memory sequences, which improves earlier ones.
  • Keywords
    Quasi-Hadamard differentiability , Modified Functional Delta Method , Weighted empirical process , Noncentral limit theorem , L-statistic , U- and V-statistics , Degenerate V-statistic , Linear long-memory sequence
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578515