Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
概率论
2007-06-13 v1 统计理论
统计理论
摘要
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.
引用
@article{arxiv.math/0612594,
title = {Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations},
author = {Igor S. Borisov and Alexander A. Bystrov},
journal= {arXiv preprint arXiv:math/0612594},
year = {2007}
}
备注
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)