Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations

Details Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations

2006-12-20

arxiv.org/abs/math/0612594v1

IMS Lecture Notes Monograph Series 2006, Vol. 51, 1-17

Mathematics

Probability

Published at http://dx.doi.org/10.1214/074921706000000725 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921706000000725

In the first part of the paper we study stochastic integrals of a nonrandom
function with respect to a nonorthogonal Hilbert noise defined on a semiring of
subsets of an arbitrary nonempty set. In the second part we apply this
construction to study limit behavior of canonical (i.e., degenerate) Von Mises
statistics based on weakly dependent stationary observations.

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