Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation

DOI10.1090/S0002-9947-01-02819-7zbMath0980.60031MaRDI QIDQ2731944

Herold G. Dehling, Robert M. jun. Burton, Svetlana Borovkova

Publication date: 30 July 2001

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

fractal dimension; \(U\)-statistic; absolutely regular; \(U\)-process; \(r\)-approximation; functional of mixing process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

Related Items

CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES, Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes, An empirical central limit theorem for dependent sequences, Probability and moment inequalities for sums of weakly dependent random variables, with applications, Asymptotic results for the empirical process of stationary sequences, Erratum to ``An empirical central limit theorem for dependent sequences [Stochastic Proc. Appl. 117 (2007) 121-142], New dependence coefficients. Examples and applications to statistics, Some remarks on coupling of dependent random variables, On weighted \(U\)-statistics for stationary processes., Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics, A new covariance inequality and applications., Almost sure representations of weightedU-statistics with applications, EMPIRICAL INVARIANCE PRINCIPLE FOR ERGODIC TORUS AUTOMORPHISMS: GENERICITY

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