Normal Approximation for $U$- and $V$-statistics of a Stationary Absolutely Regular Sequence
Probability
2019-10-17 v3
Abstract
Let be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~. The paper presents sufficient conditions for the asymptotic normality (for and common centering and normalization) of the distribution of the nonhomogeneous -statistic of order which is given on the sequence with a kernel also dependent on . The same results for -statistics also hold. To analyze sums of dependent random variables with rare strong dependencies, the proof uses the approach that was proposed by S.~Janson in 1988 and upgraded by V.~Mikhailov in 1991 and M.~Tikhomirova and V.~Chistyakov in 2015.
Cite
@article{arxiv.1904.06691,
title = {Normal Approximation for $U$- and $V$-statistics of a Stationary Absolutely Regular Sequence},
author = {Vladimir G. Mikhailov and Natalia M. Mezhennaya},
journal= {arXiv preprint arXiv:1904.06691},
year = {2019}
}
Comments
15 pp