Weak invariance of generalized u-statistics for nonstationary absolutely regular processes

Yoshihara (1976) established the weak invariance theorem of the generalized U-statistic for absolutely regular variables but only for the stationary case. In this paper we extend the results from the stationary case to the nonstationary case.

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Year of publication:	1990
Authors:	Harel, Michel ; Puri, Madan L.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 34.1990, 2, p. 341-360
Publisher:	Elsevier
Keywords:	weak convergence * generalised U-statistic * absolute regularity * strong mixing * Brownian process * Skorohod topology

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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