Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations

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In the first part of the paper we study stochastic integrals of a nonrandom function with respect to a nonorthogonal Hilbert noise defined on a semiring of subsets of an arbitrary nonempty set. In the second part we apply this construction to study limit behavior of canonical (i.e., degenerate) Von Mises statistics based on weakly dependent stationary observations.
Published at http://dx.doi.org/10.1214/074921706000000725 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, Statistics Theory, 60H05, 60F05 (Primary) 62G20. (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131279

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0612594
 http://arxiv.org/abs/math/0612594
 IMS Lecture Notes Monograph Series 2006, Vol. 51, 1-17
 doi:10.1214/074921706000000725

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arXiv