On weighted U-statistics for stationary processes
| dc.creator | Hsing, Tailen | |
| dc.creator | Wu, Wei Biao | |
| dc.date | 2004-10-06 | |
| dc.date.accessioned | 2026-07-07T05:12:58Z | |
| dc.date.available | 2026-07-07T05:12:58Z | |
| dc.description | A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be expressed as weighted U-statistics or variations thereof. This paper establishes the asymptotic normality of U_n when the sample observations come from a nonlinear time series and linear processes. | |
| dc.description | Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000333 | |
| dc.identifier | https://arxiv.org/abs/math/0410157 | |
| dc.identifier | http://arxiv.org/abs/math/0410157 | |
| dc.identifier | Annals of Probability 2004, Vol. 32, No. 2, 1600-1631 | |
| dc.identifier | doi:10.1214/009117904000000333 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/72777 | |
| dc.subject | Probability | |
| dc.subject | 60F05 (Primary) 60G10 (Secondary) | |
| dc.title | On weighted U-statistics for stationary processes | |
| dc.type | text |