Ml. Puri et Fh. Ruymgaart, ASYMPTOTIC-BEHAVIOR OF L-STATISTICS FOR A LARGE CLASS OF TIME-SERIES, Annals of the Institute of Statistical Mathematics, 45(4), 1993, pp. 687-701
Citations number
21
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
In this paper we derive the asymptotic normality of L-statistics with
unbounded scores for a large class of time series. To handle the depen
dence structure, we use the concept of m(n)-decomposability as an alte
rnative to classical mixing concepts.