Limit theorems for canonical von Mises and U-statistics of m-dependent observations
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Publication:5198643
DOI10.1137/S0040585X97984759zbMATH Open1233.62108MaRDI QIDQ5198643FDOQ5198643
Authors: N. V. Volodko 
Publication date: 9 August 2011
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
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- Limit Theorems for Dependent U-statistics
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- Limit theorems and exponential inequalities for canonical \(U\)- and \(V\)-statistics of dependent trials
- Invariance principle for canonical \(U\)- and \(V\)-statistics based on dependent observations
Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Cited In (9)
- Limit theorems for additive statistics based on moving average samples
- Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
- Orthogonal series and limit theorems for canonical \(U\)- and \(V\)-statistics of stationary connected observations
- Limit theorems and exponential inequalities for canonical \(U\)- and \(V\)-statistics of dependent trials
- Limit theorems for von Mises statistics of a measure preserving transformation
- The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
- Limit theorems for the canonical von Mises statistics with dependent data
- Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations
- Limit Theorems for Dependent U-statistics
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