Limiting Behavior of Generalized U-Statistics of Weakly Dependent Stationary Processes

DOI10.1137/1137034MaRDI QIDQ4007633zbMATH OpenOpenAlexFDO

Authors Sh. A. Khashimov

Publication date 27 September 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1137034

zbMATH Keywords

generalized \(U\)-statisticsasymptotic properties of the distributionnonparametric estimation problems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cited in

(7)

• The LLN and CLT for U-statistics under cross-sectional dependence
• scientific article; zbMATH DE number 4050643 (Why is no real title available?)
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
• The central limit theorem for degenerate variable \(U\)-statistics under dependence
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• Semiparametric methods in nonlinear time series analysis: a selective review

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