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An Edgeworth expansion for \(U\)-statistics with weakly dependent observations. (English) Zbl 0841.62010
Summary: Under mild conditions, an Edgeworth expansion with remainder \(o(N^{-1/2})\) is established for a \(U\)-statistic with a kernel \(h\) of degree two using weakly dependent observations. The case of verifying these conditions is discussed in the context of three rather natural examples.
MSC:
62E20 Asymptotic distribution theory in statistics
60G15 Gaussian processes
62M99 Inference from stochastic processes
60G10 Stationary stochastic processes
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