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.
Original language | English |
---|---|
Pages (from-to) | 910-929 |
Journal | Stochastic Processes and Their Applications |
Volume | 122 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Jan 2012 |