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
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Asymptotics for statistical functionals of long-memory sequences Asymptotics for statistical functionals of long-memory sequences](/preview/png/1155837.png)
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
Journal: Stochastic Processes and their Applications - Volume 122, Issue 3, March 2012, Pages 910–929
نویسندگان
Eric Beutner, Wei Biao Wu, Henryk Zähle,