Asymptotic normality of L-statistics based on m(n)-decomposable time series

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.

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Year of publication:	1990
Authors:	Chanda, K. C. ; Puri, M. L. ; Ruymgaart, F. H.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 35.1990, 2, p. 260-275
Publisher:	Elsevier
Keywords:	m(n)-decomposable processes mixing empirical processes for m(n)-decomposable samples L-statistics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199549