Limiting Behavior of Generalized U-Statistics of Weakly Dependent Stationary Processes

DOI10.1137/1137034zbMath0794.60028OpenAlexW2080402287MaRDI QIDQ4007633

Sh. A. Khashimov

Publication date: 27 September 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1137034

zbMATH Keywords

generalized \(U\)-statisticsasymptotic properties of the distributionnonparametric estimation problems

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (6)

Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing ⋮ A consistent nonparametric test for linearity of \(\text{AR} (p)\) models ⋮ Semiparametric methods in nonlinear time series analysis: a selective review ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ The LLN and CLT for U-statistics under cross-sectional dependence ⋮ The central limit theorem for degenerate variableU-statistics under dependence

This page was built for publication: Limiting Behavior of Generalized U-Statistics of Weakly Dependent Stationary Processes