Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
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Publication:1360969
DOI10.1016/S0378-3758(96)00147-4zbMath0894.60024OpenAlexW2091045003MaRDI QIDQ1360969
Publication date: 31 August 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00147-4
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- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
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- The almost sure invariance principle for the empirical process of U- statistic structure
- Empirical U-statistics processes
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables
- Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
- On U-statistics and v. mise? statistics for weakly dependent processes
- SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
- Mixing Conditions for Markov Chains
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
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