On weighted U-statistics for stationary processes
نویسندگان
چکیده
A weighted U -statistic based on a random sample X1, . . . , Xn has the form Un = ∑ 1≤i,j≤n wi−jK(Xi, Xj) where K is fixed symmetric measurable function and the wi 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 Un when the sample observations come from a non-linear time series and linear processes. MSC 2000 subject classifications. Primary 60F05; secondary 60G10.
منابع مشابه
On Weighted U -statistics for Stationary Processes by Tailen Hsing
A weighted U -statistic based on a random sample X1, . . . ,Xn has the form Un = ∑1≤i,j≤n wi−jK(Xi,Xj ), where K is a fixed symmetric measurable function and the wi 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 Un when the sample observations come from a nonlinear time serie...
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