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.
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The work of the third author has been supported by the Deutsche Forschungsgemeinschaft.
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Denker, M., Grillenberger, C. & Keller, G. A note on invariance principles for v. Mises' statistics. Metrika 32, 197–214 (1985). https://doi.org/10.1007/BF01897813
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DOI: https://doi.org/10.1007/BF01897813