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

DOI10.1007/BF00533337zbMath0238.62097OpenAlexW1989547233MaRDI QIDQ5649336

Pranab Kumar Sen

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1007/bf00533337

Mathematics Subject Classification ID

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

Related Items (17)

Central limit theorem for U-statistics of associated random variables ⋮ The strong law of \(U\)-statistics with \(\varphi\)-mixing samples ⋮ Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes ⋮ Kaplan-Meier V- and U-statistics ⋮ Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations ⋮ Identifying the finite dimensionality of curve time series ⋮ A test for the equality of monotone transformations of two random variables ⋮ Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes ⋮ Change-Point Detection Under Dependence Based on Two-Sample U-Statistics ⋮ Limiting behavior of U-statistics for stationary, absolutely regular processes ⋮ Bahadur representation for \(U\)-quantiles of dependent data ⋮ On the empirical process of multivariate, dependent random variables ⋮ Probabilities of moderate deviations under m‐dependence ⋮ On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics ⋮ Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data ⋮ On U-statistics and v. mise? statistics for weakly dependent processes ⋮ Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes

Cites Work

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• The Law of the Iterated Logarithm for Some Classes of Stationary Processes
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• The central limit problem for mixing sequences of random variables
• The Remainder in the Central Limit Theorem for Mixing Stochastic Processes
• 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

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