Limit theorems for U-statistics of Bernoulli data - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2019

Limit theorems for U-statistics of Bernoulli data

Davide Giraudo

Résumé

In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central limit theorem under a dependence condition. The main ingredients for the proof are an approximation by U-statistics whose data is a functional of ℓ i.i.d. random variables and an analogue of the Hoeffding's decomposition for U-statistics of this type.
Fichier principal
Vignette du fichier
LTUSBD.pdf (314.95 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-02097836 , version 1 (12-04-2019)

Identifiants

  • HAL Id : hal-02097836 , version 1

Citer

Davide Giraudo. Limit theorems for U-statistics of Bernoulli data. 2019. ⟨hal-02097836⟩
26 Consultations
202 Téléchargements

Partager

More