On weighted \(U\)-statistics for stationary processes.

DOI10.1214/009117904000000333zbMath1049.62099arXivmath/0410157OpenAlexW3100837691MaRDI QIDQ1879839

Tailen Hsing, Wei-Biao Wu

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410157

zbMATH Keywords

limit theoremlinear processesU-statisticsnonlinear time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Uses Software

• longmemo

Cites Work

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