Weak invariance of generalized u-statistics for nonstationary absolutely regular processes

Michel Harel and Madan L. Puri

Stochastic Processes and their Applications, 1990, vol. 34, issue 2, 341-360

Abstract: Yoshihara (1976) established the weak invariance theorem of the generalized U-statistic for absolutely regular variables but only for the stationary case. In this paper we extend the results from the stationary case to the nonstationary case.

Keywords: weak; convergence; *; generalised; U-statistic; *; absolute; regularity; *; strong; mixing; *; Brownian; process; *; Skorohod; topology (search for similar items in EconPapers)
Date: 1990
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