Metrika

, Volume 32, Issue 1, pp 197–214 | Cite as

A note on invariance principles for v. Mises' statistics

  • M. Denker
  • C. Grillenberger
  • G. Keller
Publication
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Summary

We extend Filippova's result on weak convergence of v. Mises' functionals and prove a weak invariance principle. Applications toU-statistics are given and extensions to contiguity and weakly dependent processes are briefly discussed.

Keywords

Stochastic Process Probability Theory Economic Theory Weak Convergence Invariance Principle 
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Copyright information

© Physica-Verlag Ges.m.b.H. 1985

Authors and Affiliations

  • M. Denker
    • 1
  • C. Grillenberger
    • 2
  • G. Keller
    • 3
  1. 1.Universität GöttingenGöttingen
  2. 2.Gesamthochschule KasselKassel
  3. 3.Universität HeidelbergHeidelberg

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