ASYMPTOTIC-BEHAVIOR OF L-STATISTICS FOR A LARGE CLASS OF TIME-SERIES

Authors
PURI ML RUYMGAART FH
Citation
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
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
45
Issue
4
Year of publication
1993
Pages
687 - 701
Database
ISI
SICI code
0020-3157(1993)45:4<687:AOLFAL>2.0.ZU;2-2
Abstract
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.