Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

DOI10.1080/10485259908832762zbMATH Open0974.62044OpenAlexW4375802671MaRDI QIDQ4265792FDOQ4265792

Authors: Yanqin Fan, Qi Li 

Publication date: 12 December 2001

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259908832762

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• scientific article; zbMATH DE number 3928085

zbMATH Keywords

central limit theoremmodel specification testabsolutely regular processesdegenerate U-statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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