Limiting behavior of U-statistics for stationary, absolutely regular processes

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

Volumn 35, Issue 3, 1976, Pages 237-252

  Yoshihara, Ken ichi ^a  

^a YOKOHAMA NATIONAL UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040220600     PISSN: 00443719     EISSN: 14322064     Source Type: Journal    
DOI: 10.1007/BF00532676     Document Type: Article

References (16)

1. Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
2. A condition for regularity of a Gaussian stationary process
3. Upper and lower functions for martingales and mixing processes
4. Weak convergence of U-statistic and von Mises’ differentiable statistical functions.
5. Note on the law of the iterated logarithm for stationary processes satisfying mixing conditions
6. Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
7. Almost sure invariance principles for partial sums of weakly dependent random variables
8. Some limit theorems for random functions I
9. Some limit theorems for random functions II
10. Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
11. Weak convergence of generalized U-statistics
12. Almost sure behavior of U-statistics and von Mises, differentiable statistical functions
13. An invariance principle for the law of the iterated logarithm
14. Almost sure behavior of sums of independent random variables and martingales