Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models

Michel Harel and Madan L. Puri

Journal of Multivariate Analysis, 1989, vol. 31, issue 2, 258-265

Abstract: Harel and Puri (1989, J. Multivariate Anal. 29) studied the asymptotic behavior of the U-statistic and the one-sample rank order statistic for nonstationary absolutely regular processes. In this note, we present some applications of these results for Markov processes as well as ARMA processes.

Keywords: U-statistic; rank; order; statistic; absolute; regularity; Markov; processes; ARMA; processes (search for similar items in EconPapers)
Date: 1989
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