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
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