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

K. C. Chanda, M. L. Puri and F. H. Ruymgaart

Journal of Multivariate Analysis, 1990, vol. 35, issue 2, 260-275

Abstract: 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.

Keywords: m(n)-decomposable; processes; mixing; empirical; processes; for; m(n)-decomposable; samples; L-statistics (search for similar items in EconPapers)
Date: 1990
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