Abstract
We focus on the asymptotic behavior of \(U\)-statistics of the type
in the long-range dependence setting, where \((X_i)_{i\ge 1}\) is a stationary mean-zero Gaussian process. Since \((X_i)_{i\ge 1}\) is Gaussian, \(h\) can be decomposed in Hermite polynomials. The goal of this paper is to compare the different notions of Hermite rank and to provide conditions for the remainder term in the decomposition to be asymptotically negligeable.
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Acknowledgments
Murad S. Taqqu was supported in part by the NSF grant DMS-1007616 at Boston University. We would like to thank the referee for a careful reading.
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Lévy-Leduc, C., Taqqu, M.S. Hermite ranks and \(U\)-statistics. Metrika 77, 105–136 (2014). https://doi.org/10.1007/s00184-013-0474-4
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DOI: https://doi.org/10.1007/s00184-013-0474-4