Central limit theorems for generalizedU-statistics with applications in nonparametric specification

DOI10.1080/10485250801899596zbMath1359.62100OpenAlexW2100396464MaRDI QIDQ5457950

Yongmiao Hong, J. T. Gao

Publication date: 10 April 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250801899596

zbMATH Keywords

quadratic formstochastic processcentral limit theoremstrict stationaritynonparametric specification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (7)

A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ International market links and volatility transmission ⋮ A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES ⋮ The central limit theorem for degenerate variableU-statistics under dependence ⋮ Modeling and testing smooth structural changes with endogenous regressors

Cites Work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
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• Consistent model specification tests for time series econometric models
• A central limit theorem for a random quadratic form of strictly stationary processes
• Moment inequalities for mixing sequences of random variables
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• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
• Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
• Convergence of stochastic processes

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