Weak convergence of the corrected empirical \(U\)-statistics under mixing condition
type: Item
instance of: scholarly article
title: Weak convergence of the corrected empirical \(U\)-statistics under mixing condition
zbMATH Open document ID: 0848.60039
author: Michel Harel
author: Bouameur Ragbi
published in: Bulletin of the Belgian Mathematical Society - Simon Stevin
publication date: 1996-07-15T00:00:00Z
full work available at URL: https://eudml.org/doc/118888
review text: 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.
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 885630
zbMATH Keywords: weak convergence
zbMATH Keywords: empirical corrected \(U\)-statistic
zbMATH Keywords: absolute regularity
reviewed by: Dominique Lépingle
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 885630