Investigators at University of Saarland Detail Research in Stochastics and Dynamics
2012 APR 24 - (VerticalNews.com) -- According to the authors of recent research from Saarbrucken, Germany, "We present two general results that can be used to obtain asymptotic properties for statistical functionals based on linear long-memory sequences."
"As examples for the first one we consider L- and V-statistics, in particular tail-dependent L-statistics as well as V-statistics with unbounded kernels. As an example for the second result we consider degenerate V-statistics," wrote E. Beutner and colleagues, University of Saarland.
The researchers concluded: "To prove these results we also establish a weak convergence result for empirical processes of linear long-memory sequences, which improves earlier ones."
Beutner and colleagues published their study in Stochastic Processes and Their Applications (Asymptotics for statistical functionals of long-memory sequences. Stochastic Processes and Their Applications, 2012;122(3):910-929).
For additional information, contact E. Beutner, University of Saarland, Dept. of Math, D-66041 Saarbrucken, Germany.
Publisher contact information for the journal Stochastic Processes and Their Applications is: Elsevier Science Bv, PO Box 211, 1000 Ae Amsterdam, Netherlands.
Keywords: City:Saarbrucken, Country:Germany, Region:Europe, Stochastics and Dynamics
This article was prepared by VerticalNews Mathematics editors from staff and other reports. Copyright 2012, VerticalNews Mathematics via VerticalNews.com.