TY - JOUR
T1 - Asymptotics for statistical functionals of long-memory sequences
AU - Beutner, E.A.
AU - Wu, W.
AU - Zähle, H.
PY - 2012/1/1
Y1 - 2012/1/1
N2 - 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.
AB - 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.
U2 - 10.1016/j.spa.2011.10.006
DO - 10.1016/j.spa.2011.10.006
M3 - Article
SN - 0304-4149
VL - 122
SP - 910
EP - 929
JO - Stochastic Processes and Their Applications
JF - Stochastic Processes and Their Applications
IS - 3
ER -