کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155837 958775 2012 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotics for statistical functionals of long-memory sequences
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Asymptotics for statistical functionals of long-memory sequences
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 3, March 2012, Pages 910–929
نویسندگان
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