Central limit theorems for generalizedU-statistics with applications in nonparametric specification

DOI10.1080/10485250801899596zbMATH Open1359.62100OpenAlexW2100396464MaRDI QIDQ5457950FDOQ5457950

Yongmiao Hong, Jiti Gao

Publication date: 10 April 2008

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

Full work available at URL: https://doi.org/10.1080/10485250801899596

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zbMATH Keywords

central limit theoremquadratic formstrict stationaritystochastic processnonparametric specification

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05)

Cites Work

• A central limit theorem for generalized quadratic forms
• Consistent model specification tests for time series econometric models
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Convergence of stochastic processes
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• A central limit theorem for generalized multilinear forms
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
• Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
• Linearity testing using local polynomial approximation
• Moment inequalities for mixing sequences of random variables
• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
• A central limit theorem for a random quadratic form of strictly stationary processes

Cited In (9)

• The central limit theorem for degenerate variableU-statistics under dependence
• Expansion for moments of regression quantiles with applications to nonparametric testing
• A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
• Modeling and testing smooth structural changes with endogenous regressors
• Nonparametric Specification Testing of Conditional Asset Pricing Models
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
• Title not available (Why is that?)
• International market links and volatility transmission

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