Asymptotics for statistical functionals of long-memory sequences
Year of publication: |
2012
|
---|---|
Authors: | Beutner, Eric ; Wu, Wei Biao ; Zähle, Henryk |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 3, p. 910-929
|
Publisher: |
Elsevier |
Subject: | Noncentral limit theorem | Linear long-memory sequence | Quasi-Hadamard differentiability | Modified Functional Delta Method | Weighted empirical process | L-statistic | U- and V-statistics | Degenerate V-statistic |
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