On the central limit theorem for \(U\)-statistics under absolute regularity

DOI10.1016/0167-7152(94)00179-CzbMath0835.60017OpenAlexW2051641685MaRDI QIDQ1903169

Miguel A. Arcones

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

zbMATH Keywords

central limit theorem\(U\)-statisticsstrictly stationary process

Mathematics Subject Classification ID

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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