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A general pattern of asymptotic behavior of the R/S statistics for linear processes

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  • Fa-mei Zheng
  • Qing-pei Zang

Abstract

In this paper, we establish that a general law for the complete moment convergence of range statistics. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of precise rates for complete moment convergence. Moreover, we assume that the samples are derived from linear processes. Copyright Springer-Verlag Berlin Heidelberg 2015

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  • Fa-mei Zheng & Qing-pei Zang, 2015. "A general pattern of asymptotic behavior of the R/S statistics for linear processes," Statistical Papers, Springer, vol. 56(1), pages 191-204, February.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:1:p:191-204
    DOI: 10.1007/s00362-013-0574-2
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    7. Gut, Allan & Spataru, Aurel, 2003. "Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 398-422, August.
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