Limiting behavior of U-statistics for stationary, absolutely regular processes
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Publication:4074174
DOI10.1007/BF00532676zbMATH Open0314.60028MaRDI QIDQ4074174FDOQ4074174
Authors: Ken-ichi Yoshihara 
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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Cited In (only showing first 100 items - show all)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
- Limit theorems for the discount sums of moving averages
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series.
- A model-free consistent test for structural change in regression possibly with endogeneity
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
- Copula-based time series with filtered nonstationarity
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes)
- An exponential inequality for U-statistics under mixing conditions
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
- Probability inequalities for sums of absolutely regular processes and their applications
- Convergence of changepoint estimators for weakly dependent data
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
- Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
- A consistent nonparametric test for causality in quantile
- Resolving statistical uncertainty in correlation dimension estimation
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Generalized spectral testing for multivariate continuous-time models
- Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
- Invariance principles for change-point problems under dependent random variables
- Limiting behavior of one-sample rank-order statistics for absolutely regular processes
- Density estimation for samples satisfying a certain absolute regularity condition
- On inference validity of weighted U-statistics under data heterogeneity
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Absolute regularity and functions of Markov chains
- Conditional empirical processes defined by \(\Phi\)-mixing sequences
- A partially linear kernel estimator for categorical data
- Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
- A unified approach to validating univariate and multivariate conditional distribution models in time series
- Testing structural change in partially linear models
- Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations
- Bootstrap for \(U\)-statistics: a new approach
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Towards a nonparametric test of linearity for times series
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
- Empirical U-statistics processes
- Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- A renewal approach to Markovian \(U\)-statistics
- Fourier analysis of serial dependence measures
- Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
- Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
- A new estimator for information dimension with standard errors and confidence intervals
- A model specification test for the variance function in nonparametric regression
- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes
- An addendum to ``A limitation of Markov representation for stationary processes
- Multivariate generalized linear-statistics of short range dependent data
- Nonparametric tests of moment condition stability
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Bahadur representation for \(U\)-quantiles of dependent data
- A semiparametric GARCH model for foreign exchange volatility
- A consistent bootstrap test for conditional density functions with time-series data
- A central limit theorem for a random quadratic form of strictly stationary processes
- The mixing property of bilinear and generalised random coefficient autoregressive models
- Invariance principles for U-statistics and von Mises functionals
- Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
- Smoothed quantile regression for panel data
- Estimation of semi-parametric additive coefficient model
- Rigorous statistical procedures for data from dynamical systems
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Some mixing properties of time series models
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
- Qualitative robustness of von Mises statistics based on strongly mixing data
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Testing for the Markov property in time series
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence
- Testing conditional independence via empirical likelihood
- Local power properties of kernel based goodness of fit tests
- Testing whether F is more IFR than G
- The treatment-effect estimation: a case study of the 2008 economic stimulus package of China
- Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
- Weak invariance of generalized U-statistics for nonstationary absolutely regular processes
- On the central limit theorem for \(U\)-statistics under absolute regularity
- ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
- Tests for changing mean with monotonic power
- Robust inference of risks of large portfolios
- Nonparametric tests for conditional independence using conditional distributions
- Nonparametric transfer function models
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Recursive kernel density estimators under a weak dependence condition
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
- Linearity testing using local polynomial approximation
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics
- Nonparametric testing for smooth structural changes in panel data models
- Limit theorems for von Mises statistics of a measure preserving transformation
- Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- Density estimation for time series by histograms
- Model specification tests in nonparametric stochastic regression models
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
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