Normal approximation for U- and V-statistics of a stationary absolutely regular sequence

DOI10.33048/semi.2020.17.045zbMath1441.62112arXiv1904.06691OpenAlexW3036554490MaRDI QIDQ2182250

Nataliya Mikhaĭlovna Mezhennaya, Vladimir G. Mikhailov

Publication date: 21 May 2020

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.06691

zbMATH Keywords

central limit theoremdependency graphstationary sequence\(U\)-statisticabsolute regularity condition\(V\)-statisticcharacterizing graph

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Applications of graph theory (05C90) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)

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On the asymptotic normality conditions for the number of repetitions in a stationary random sequence

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