Weak invariance of generalized U-statistics for nonstationary absolutely regular processes. (English) Zbl 0701.60025
K. Yoshihara [Z. Wahrscheinlichkeitstheor. Verw. Geb. 35, 237-252 (1976; Zbl 0314.60028)] established the weak convergence of generalized U-statistics for stationary absolutely regular variables. The present authors, using Yoshihara’s method, extend this results to the non- stationary case.
Reviewer: A.K.Basu
MSC:
| 60F17 | Functional limit theorems; invariance principles |
| 62G30 | Order statistics; empirical distribution functions |
| 60J65 | Brownian motion |
| 62G99 | Nonparametric inference |
Keywords:
absolutely regular; strong mixing; Brownian motion; weak convergence of generalized U-statisticsCitations:
Zbl 0314.60028References:
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