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Limit theorems for the canonical von Mises statistics with dependent data |
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| Authors: | I. S. Borisov A. A. Bystrov |
| Affiliation: | (1) Sobolev Institute of Mathematics, Novosibirsk, Russia |
| Abstract: | We study the limit behavior of the canonical (i.e., degenerate) von Mises statistics based on samples from a sequence of weakly dependent stationary observations satisfying the ψ-mixing condition. The corresponding limit distributions are defined by the multiple stochastic integrals of nonrandom functions with respect to the nonorthogonal Hilbert noises generated by Gaussian processes with nonorthogonal increments. |
| Keywords: | limit theorems stochastic integral multiple stochastic integral elementary stochastic measure Gaussian processes stationary sequences of random variables mixing U-and V-statistics |
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