Limit theorems for additive statistics based on moving average samples
Matematičeskie trudy, Tome 13 (2010) no. 2, pp. 10-32

Voir la notice de l'article provenant de la source Math-Net.Ru

We study statistics based on samples of moving averages generated by stationary sequence of random variables. The central limit theorem (CLT) is proved for sequences of observations defined by an analytic function of moving averages under consideration. For $U$- and $V$-statistics with canonical (degenerate) kernels, the limit distributions are studied.
@article{MT_2010_13_2_a1,
     author = {I. S. Borisov and D. I. Sidorov},
     title = {Limit theorems for additive statistics based on moving average samples},
     journal = {Matemati\v{c}eskie trudy},
     pages = {10--32},
     publisher = {mathdoc},
     volume = {13},
     number = {2},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2010_13_2_a1/}
}
TY  - JOUR
AU  - I. S. Borisov
AU  - D. I. Sidorov
TI  - Limit theorems for additive statistics based on moving average samples
JO  - Matematičeskie trudy
PY  - 2010
SP  - 10
EP  - 32
VL  - 13
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MT_2010_13_2_a1/
LA  - ru
ID  - MT_2010_13_2_a1
ER  - 
%0 Journal Article
%A I. S. Borisov
%A D. I. Sidorov
%T Limit theorems for additive statistics based on moving average samples
%J Matematičeskie trudy
%D 2010
%P 10-32
%V 13
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MT_2010_13_2_a1/
%G ru
%F MT_2010_13_2_a1
I. S. Borisov; D. I. Sidorov. Limit theorems for additive statistics based on moving average samples. Matematičeskie trudy, Tome 13 (2010) no. 2, pp. 10-32. http://geodesic.mathdoc.fr/item/MT_2010_13_2_a1/