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
Link To Document :
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