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

Igor S. Borisov·Alexander A. Bystrov
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Abstract

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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BibTeXRIS

Igor S. Borisov, Alexander A. Bystrov. 2006-12-20. Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations. https://doi.org/10.1214/074921706000000725

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