This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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244
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #308471 |
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Title:
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Functionals of Order Statistics and Their Multivariate Concomitants for Stationary Time Series
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Author(s):
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Ba Manh Chu*+ and Kim P. Huynh and David T. Jacho-Chavez
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Companies:
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Carleton University and Indiana University and Indiana University
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Address:
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1125 Colonel By Drive, Ottawa, ON, K1S 5B6, Canada
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Keywords:
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Order statistics ;
multivariate concomitants ;
conditional strong mixing ;
martingale approximation ;
Gateaux derivatives
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Abstract:
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This paper studies the limiting behavior of general functionals of order statistics and their multivariate concomitants for weakly dependent data. The asymptotic analysis is performed under novel conditional moment-based dependence conditions for vector-valued time series. It is to be argued that this type of dependence contains other dependence formations recently proposed in time-series analysis, thus it covers many existing linear and nonlinear processes.
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Authors who are presenting talks have a * after their name.
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