Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes

Michel Harel and Madan L. Puri

Journal of Multivariate Analysis, 1989, vol. 30, issue 2, 181-204

Abstract: The weak convergences of U- and V-statistics were established by Yoshihara (1976, Z. Warsch. Verw. Gebiete 35 237-252) for stationary absolutely regular processes. Later Yoshihara (1978, Z. Warsch. Verw. Gebiete 43 101-127) also proved the weak convergence of one sample rank order statistics under similar conditions. In this paper, we extend some of Yoshihara's results to the nonstationary cases.

Keywords: weak; convergence; U-statistics; V-statistics; one; sample; rank; order; statistics; absolute; regularity; strong; mixing; Brownian; process (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (3)

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