Two-sample U-statistic processes for long-range dependent data

DOI10.1080/02331888.2016.1270542zbMath1366.60070arXiv1404.0551OpenAlexW2278733108MaRDI QIDQ5276171

Aeneas Rooch, Martin Wendler, Herold G. Dehling

Publication date: 14 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0551

zbMATH Keywords

empirical processesHermite polynomialslong-range dependencechange-point problemsnon-central limit theorems\(U\)-statistic processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Change-point detection based on weighted two-sample U-statistics ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment

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