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