scientific article; zbMATH DE number 4149366

MaRDI QIDQ3479385zbMATH OpenFDO

Authors Friedrich Liese

Publication date 1989

zbMATH Keywords

central limit theoremU-statisticsasymptotic variancemixing conditionsmixing processesstrictly stationary processasymptotically normalempirical variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Recommendations

• Publication:4733238
• The strong law of U-statistics with -mixing samples
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
• On the multidimension asymptotic distribution of covariance estimates of linear stationary processes
• On the multidimensional asymptotic distribution of covariance estimates of stationary mixing sequences

Cited in

(2)

• scientific article; zbMATH DE number 4162037 (Why is no real title available?)
• scientific article; zbMATH DE number 4119413 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3479385)