Asymptotic normality of L-statistics based on m(n)-decomposable time series
| Autor: | Madan L. Puri, Kamal C. Chanda, Frits H. Ruymgaart |
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| Rok vydání: | 1990 |
| Předmět: |
Statistics and Probability
Numerical Analysis Series (mathematics) Stochastic process Asymptotic distribution m(n)-decomposable processes empirical processes for m(n)-decomposable samples L-statistics Statistics Decomposition (computer science) mixing Statistics Probability and Uncertainty Mixing (physics) Empirical process Mathematics |
| Zdroj: | Journal of Multivariate Analysis. 35:260-275 |
| ISSN: | 0047-259X |
| DOI: | 10.1016/0047-259x(90)90028-g |
| Popis: | In this paper we introduce the concept of m(n)-decomposability as an alternative to classical mixing concepts. We illustrate how to handle the ensuing technicalities by proving asymptotic normality of L-statistics, based on such a decomposable time series, as a typical example. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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