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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Bibliographic Details
Published in:	Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems Vol. 27; no. 2; pp. 227 - 304
Main Authors:	Soukarieh, Inass, Bouzebda, Salim
Format:	Journal Article
Language:	English
Published:	Dordrecht Springer Netherlands 01.07.2024 Springer Nature B.V Springer Verlag
Subjects:	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
Online Access:	Get full text
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