Limiting behavior of U-statistics for stationary, absolutely regular processes

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)

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cites Work

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Cited In (only showing first 100 items - show all)

• 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
• Central limit theorem for U-statistics of associated random variables
• A semiparametric single index model with heterogeneous impacts on an unobserved variable
• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Nonparametric tests for model selection with time series data
• A consistent test for multivariate conditional distributions
• A martingale decomposition for quadratic forms of Markov chains (with applications)
• PARTIALLY LINEAR MODELS WITH UNIT ROOTS
• Nonparametric specification tests for stochastic volatility models based on volatility density
• Rank tests for short memory stationarity
• A note on estimates in stochastic programming
• Testing for changes in Kendall's tau
• Consistency of the Takens estimator for the correlation dimension
• Asymptotics for panel quantile regression models with individual effects
• Asymptotic properties of the sign estimate of autoregression field coefficients
• On goodness-of-fit tests for weakly dependent processes using kernel method
• Root-n-consistent estimation of partially linear time series models
• A consistent characteristic function-based test for conditional independence
• On U-statistics and v. mise? statistics for weakly dependent processes
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• Absolute regularity and Brillinger-mixing of stationary point processes
• Testing the parametric specification of the diffusion function in a diffusion process
• On weighted \(U\)-statistics for stationary processes.
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Optimal rank-based tests against first-order superdiagonal bilinear dependence
• MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
• Central limit theorems for generalizedU-statistics with applications in nonparametric specification
• A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
• Higher-order properties of approximate estimators
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
• Finite nonparametric grach model for foreign exchange volatility
• 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

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