Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155837 | Stochastic Processes and their Applications | 2012 | 20 Pages |
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)
Authors
Eric Beutner, Wei Biao Wu, Henryk Zähle,