Weak convergence of the corrected empirical \(U\)-statistics under mixing condition (Q1914915)
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scientific article; zbMATH DE number 885630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of the corrected empirical \(U\)-statistics under mixing condition |
scientific article; zbMATH DE number 885630 |
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Weak convergence of the corrected empirical \(U\)-statistics under mixing condition (English)
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15 July 1996
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An empirical \(U\)-statistic is defined from the observation of a sequence of random variables with identical distribution and a kind of weak dependence which is called absolute regularity. This \(U\)-statistic is divided by a corrective function and it is proved that this corrected statistic converges weakly to a continuous Gaussian process. An application is given to ARMA processes.
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weak convergence
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empirical corrected \(U\)-statistic
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absolute regularity
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