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

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dc.creatorBorisov, Igor S.
dc.creatorBystrov, Alexander A.
dc.date2006-12-20
dc.date.accessioned2026-07-07T08:08:29Z
dc.date.available2026-07-07T08:08:29Z
dc.descriptionIn 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0612594
dc.identifierhttp://arxiv.org/abs/math/0612594
dc.identifierIMS Lecture Notes Monograph Series 2006, Vol. 51, 1-17
dc.identifierdoi:10.1214/074921706000000725
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131279
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60H05, 60F05 (Primary) 62G20. (Secondary)
dc.titleStochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
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