Leucht, Anne; Neumann, Michael - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 349-386
We derive the asymptotic distributions of degenerate <InlineEquation ID="IEq7"> <EquationSource Format="TEX">$$U$$</EquationSource> </InlineEquation>- and <InlineEquation ID="IEq8"> <EquationSource Format="TEX">$$V$$</EquationSource> </InlineEquation>-statistics of stationary and ergodic random variables. Statistics of these types naturally appear as approximations of test statistics. Since the limit variables are of complicated structure, typically depending on unknown...</equationsource></inlineequation></equationsource></inlineequation>