Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
DOI10.1016/0047-259X(89)90066-3zbMath0693.62023MaRDI QIDQ908623
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
asymptotic normalityBrownian motionARMA processU-statisticaperiodicgeometrically ergodicrank order statisticdependent, nonidentically distributed continuous random variablesDoeblin recurrent Markov chainHarris recurrent
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10)
Related Items (7)
Cites Work
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
- SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
- Mixing Conditions for Markov Chains
- Unnamed Item
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