Weak convergence of the corrected empirical \(U\)-statistics under mixing condition
An empirical \(U\)-statistic is defined from the observation of a sequence of random variables with identical distribution and a kind of weak dependence which is called absolute regularity. This \(U\)-statistic is divided by a corrective function and it is proved that this corrected statistic converges weakly to a continuous Gaussian process. An application is given to ARMA processes.
scientific article; zbMATH DE number 885630