On weighted U-statistics for stationary processes

dc.creatorHsing, Tailen
dc.creatorWu, Wei Biao
dc.date2004-10-06
dc.date.accessioned2026-07-07T05:12:58Z
dc.date.available2026-07-07T05:12:58Z
dc.descriptionA 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.descriptionPublished 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.identifierhttps://arxiv.org/abs/math/0410157
dc.identifierhttp://arxiv.org/abs/math/0410157
dc.identifierAnnals of Probability 2004, Vol. 32, No. 2, 1600-1631
dc.identifierdoi:10.1214/009117904000000333
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72777
dc.subjectProbability
dc.subject60F05 (Primary) 60G10 (Secondary)
dc.titleOn weighted U-statistics for stationary processes
dc.typetext

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