On the central limit theorem for \(U\)-statistics under absolute regularity
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Publication:1903169
DOI10.1016/0167-7152(94)00179-CzbMath0835.60017OpenAlexW2051641685MaRDI QIDQ1903169
Publication date: 8 April 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)00179-c
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (6)
Limit theorems for U-statistics of Bernoulli data ⋮ Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models ⋮ Efficient estimation in dynamic conditional quantile models ⋮ EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA ⋮ Towards a nonparametric test of linearity for times series ⋮ On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series.
Cites Work
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- Weak convergence of partial sums of absolutely regular sequences
- The functional central limit theorem for strongly mixing processes
- Mixing: Properties and examples
- Covariance inequalities for strongly mixing processes
- On U-statistics and v. mise? statistics for weakly dependent processes
- Some Limit Theorems for Random Functions. II
- Limiting behavior of U-statistics for stationary, absolutely regular processes
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