Article ID Journal Published Year Pages File Type
1155837 Stochastic Processes and their Applications 2012 20 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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