Weak convergence of the conditional U-statistics for locally stationary functional time series

In recent years, the direction has turned to non-stationary time series. Here the situation is more complicated: it is often unclear how to set down a meaningful asymptotic for non-stationary processes. For this reason, the theory of locally stationary processes arose, and it is based on infill asym...

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Vydané v:	Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems Ročník 27; číslo 2; s. 227 - 304
Hlavní autori:	Soukarieh, Inass, Bouzebda, Salim
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Dordrecht Springer Netherlands 01.07.2024 Springer Nature B.V Springer Verlag
Predmet:	Cluster analysis Clustering Convergence Data analysis Functional Analysis Functionals Mathematics Mathematics and Statistics Operators (mathematics) Probability Probability Theory and Stochastic Processes Random variables Redevelopment Stationary processes Statistical Theory and Methods Statistics Statistics Theory Time series 62G05 processes 62G07 62G08 Secondary 62E20 Regression Conditional VC-class of functions Empirical processes Kernel-type estimators Locally stationary functional 62G30 62G20 62G32 62G35 statistics Conditional U-statistics regression Locally Stationary Functional Conditional U-processes
ISSN:	1387-0874, 1572-9311
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