Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
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.
math.PR↗