Hermite ranks and \(U\)-statistics

DOI10.1007/s00184-013-0474-4zbMath1282.62182OpenAlexW1987529629MaRDI QIDQ2441321

Murad S. Taqqu, Céline Lévy-Leduc

Publication date: 24 March 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0474-4

zbMATH Keywords

Hermite polynomialslong-range dependenceU-statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: hypothesis testing (62M07)

Related Items

Two-sample U-statistic processes for long-range dependent data ⋮ On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications

Cites Work

• Unnamed Item
• Asymptotic properties of \(U\)-processes under long-range dependence
• The empirical process of some long-range dependent sequences with an application to U-statistics
• Central limit theorems for non-linear functionals of Gaussian fields
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Introduction to stochastic integration.
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data

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