Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models |
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Authors: | Michel Harel Madan L Puri |
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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. |
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Keywords: | U-statistic rank order statistic absolute regularity Markov processes ARMA processes |
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