Limit theorems for additive statistics based on moving average samples |
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| Authors: | I S Borisov D I Sidorov |
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| Institution: | 1.Sobolev Institute of Mathematics,Novosibirsk,Russia;2.Novosibirsk State University,Novosibirsk,Russia |
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| Abstract: | We study statistics based on samples of moving averages generated by stationary sequence of random variables. The central
limit theorem (CLT) is proved for sequences of observations defined by an analytic function of moving averages under consideration.
For U- and V -statistics with canonical (degenerate) kernels, the limit distributions are studied. |
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