Weak invariance of generalized U-statistics for nonstationary absolutely regular processes (Q914240): Difference between revisions

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Latest revision as of 16:42, 20 June 2024

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Weak invariance of generalized U-statistics for nonstationary absolutely regular processes
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    Weak invariance of generalized U-statistics for nonstationary absolutely regular processes (English)
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    1990
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    \textit{K. Yoshihara} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 35, 237-252 (1976; Zbl 0314.60028)] established the weak convergence of generalized U-statistics for stationary absolutely regular variables. The present authors, using Yoshihara's method, extend this results to the non- stationary case.
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    absolutely regular
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    strong mixing
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    Brownian motion
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    weak convergence of generalized U-statistics
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