(Received December 5, 1991; revised November 12, 1992)
Abstract. In this paper we derive the asymptotic normality of L-statistics with unbounded scores for a large class of time series. To handle the dependence structure, we use the concept of m(n)-decomposability as an alternative to classical mixing concepts.
Key words and phrases: Decomposable processes, mixing, empirical processes for decomposable samples, L-statistics.
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