Limit distributions of U-statistics resambled by symmetric stable laws

DOI10.1007/BF01222511zbMath0767.60045MaRDI QIDQ1203933

Jerzy Szulga

Publication date: 4 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

\(U\)-statisticsmultiple stochastic integralssymmetric \(\alpha\)-stable process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Nonparametric inference (62G99)

Related Items (1)

A Monte Carlo algorithm for multiple stochastic integrals of stable processes

Cites Work

• Unnamed Item
• Unnamed Item
• Random multilinear forms
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• A multiple stochastic integral with respect to a strictly p-stable random measure
• Resampling \(U\)-statistics using \(p\)-stable laws
• Multiple integration with respect to Poisson and Lévy processes
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications

This page was built for publication: Limit distributions of U-statistics resambled by symmetric stable laws