On weighted U -statistics for stationary processes
Hsing, Tailen ; Wu, Wei Biao
Ann. Probab., Tome 32 (2004) no. 1A, p. 1600-1631 / Harvested from Project Euclid
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A weighted U-statistic based on a random sample X1,…,Xn has the form Un=∑1≤i,j≤nwi−jK(Xi,Xj), where K is a fixed symmetric measurable function and the wi are symmetric weights. A large class of statistics can be expressed as weighted U-statistics or variations thereof. This paper establishes the asymptotic normality of Un when the sample observations come from a nonlinear time series and linear processes.
Publié le : 2004-04-14
Classification:  Limit theorem,  nonlinear time series,  U-statistics,  linear processes,  60F05,  60G10 
@article{1084884864,
     author = {Hsing, Tailen and Wu, Wei Biao},
     title = {On weighted 
 U
-statistics for stationary processes},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 1600-1631},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1084884864}
}

Hsing, Tailen; Wu, Wei Biao. On weighted 
 U
-statistics for stationary processes. Ann. Probab., Tome 32 (2004) no. 1A, pp.  1600-1631. http://gdmltest.u-ga.fr/item/1084884864/