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Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes

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Abstract

We consider the sampling properties of U-statistics based on a sample of realization from a class of stationary nonlinear processes which include, in particular, linear, bilinear and finite order volterra processes. It is shown that if the size n of the realization tends to infinity then certain normalized versions of the U-statistics tend to be distributed normally with zero means and finite variances.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX, 79409-1042, USA

    Kamal C. Chanda

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  1. Kamal C. Chanda
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Correspondence to Kamal C. Chanda.

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Chanda, K.C. Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes. Ann Inst Stat Math 58, 635–646 (2006). https://doi.org/10.1007/s10463-006-0030-3

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  • DOI: https://doi.org/10.1007/s10463-006-0030-3

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