Asymptotics for statistical functionals of long-memory sequences
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- Buchsteiner, Jannis, 2015. "Weak convergence of the weighted sequential empirical process of some long-range dependent data," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 170-179.
- Krätschmer Volker & Schied Alexander & Zähle Henryk, 2015. "Quasi-Hadamard differentiability of general risk functionals and its application," Statistics & Risk Modeling, De Gruyter, vol. 32(1), pages 25-47, April.
- Henryk Zähle, 2014. "Qualitative robustness of von Mises statistics based on strongly mixing data," Statistical Papers, Springer, vol. 55(1), pages 157-167, February.
- Volker Kratschmer & Alexander Schied & Henryk Zahle, 2014. "Quasi-Hadamard differentiability of general risk functionals and its application," Papers 1401.3167, arXiv.org, revised Feb 2015.
More about this item
KeywordsNoncentral 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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