Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes

DOI10.1016/0047-259X(91)90058-AzbMath0721.60036OpenAlexW2007476441MaRDI QIDQ2640989

Michel Harel, Madan Lal Puri

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90058-a

zbMATH Keywords

absolutely regular processesnonstationary random variablesweak invariance of the multidimensional rank statistic

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (1)

Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
• Some mixing properties of time series models
• Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Convergence of empirical processes of mixing rv's on \([0,1\)]
• Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case
• 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

This page was built for publication: Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes