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This article is cited in 14 scientific papers (total in 14 papers)
Orthogonal series and limit theorems for canonical $U$- and $V$-statistics of stationary connected observations
I. S. Borisovab, N. V. Volodkoab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
b Novosibirsk State University
Abstract:
The limit behavior is studied for the distributions of normalized $U$- and $V$-statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying $\varphi$-or $\alpha$-mixing. The corresponding limit distributions are represented as infinite multilinear forms of a centered Gaussian sequence with a known covariance matrix.
Key words:
stationary sequence of random variables, mixing, multiple orthogonal series, canonical $U$- and $V$-statistics.
Received: 13.09.2007
Citation:
I. S. Borisov, N. V. Volodko, “Orthogonal series and limit theorems for canonical $U$- and $V$-statistics of stationary connected observations”, Mat. Tr., 11:1 (2008), 25–48; Siberian Adv. Math., 18:4 (2008), 242–257
Linking options:
https://www.mathnet.ru/eng/mt115 https://www.mathnet.ru/eng/mt/v11/i1/p25
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Abstract page: | 552 | Full-text PDF : | 170 | References: | 72 | First page: | 8 |
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