La convergence faible des U-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate U-statistics for nonstationary processes)

DOI10.1016/J.CRMA.2003.09.034MaRDI QIDQ1420192zbMATH OpenOpenAlexFDO

Authors Michel Harel, Echarif Elharfaoui

Publication date 28 January 2004

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2003.09.034

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes

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• scientific article; zbMATH DE number 4119448 (Why is no real title available?)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
• Weak invariance of generalized U-statistics for nonstationary absolutely regular processes

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