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math.ST2017★ 1 cited
Generalized linear statistics for near epoch dependent processes with application to EGARCH-processes
Svenja Fischer
The class of Generalized -statistics (-statistics) unifies a broad class of different estimators, for example scale estimators based on multivariate kernels. -statistics…
math.ST2014
Multivariate Generalized Linear-statistics of short range dependent data
Svenja Fischer, Roland Fried, Martin Wendler
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a…