On weighted U-statistics for stationary processes
概率论
2007-05-23 v1
摘要
A 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.
引用
@article{arxiv.math/0410157,
title = {On weighted U-statistics for stationary processes},
author = {Tailen Hsing and Wei Biao Wu},
journal= {arXiv preprint arXiv:math/0410157},
year = {2007}
}
备注
Published 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