Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes

DOI10.1007/BF00533337zbMath0238.62097MaRDI QIDQ5649336

Pranab Kumar Sen

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes, On the empirical process of multivariate, dependent random variables, On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics, Central limit theorem for U-statistics of associated random variables, The strong law of \(U\)-statistics with \(\varphi\)-mixing samples, On U-statistics and v. mise? statistics for weakly dependent processes, Limiting behavior of U-statistics for stationary, absolutely regular processes, Probabilities of moderate deviations under m‐dependence

Cites Work

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• The Law of the Iterated Logarithm for Mixing Stochastic Processes
• Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
• On the strong law of large numbers for a class of stochastic processes
• Some Limit Theorems for Stationary Processes
• A Class of Statistics with Asymptotically Normal Distribution
• On the Asymptotic Distribution of Differentiable Statistical Functions