| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155125 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
In this paper we establish asymptotic normality of trimmed sums for long range dependent moving averages. Our results extend those of Ho and Hsing [Ho, H.-C., Hsing, T. 1996. On the asymptotic expansion of the empirical process of long-memory moving averages. Ann. Statist. 24, 992–1024] and Wu [Wu, W.B., 2005. On the Bahadur representation of sample quantiles for dependent sequences. Ann. Statist. 33 1934–1963].
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rafał Kulik, Mohamedou Ould Haye,