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

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

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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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(6)

• scientific article; zbMATH DE number 4117547 (Why is no real title available?)
• Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
• Weak invariance of generalized U-statistics for nonstationary absolutely regular processes
• scientific article; zbMATH DE number 4050643 (Why is no real title available?)
• scientific article; zbMATH DE number 4119448 (Why is no real title available?)

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