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09/12/2023
Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences
In this note, we give sufficient conditions for the almost sure and the ...
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02/20/2023
U-statistics of local sample moments under weak dependence
In this paper, we study the asymptotic distribution of some U-statistics...
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12/30/2022
Deviation inequality for Banach-valued orthomartingales
We show a deviation inequality inequalities for multi-indexed martingale...
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06/13/2020
Convergence of the empirical two-sample U-statistics with β-mixing data
We consider the empirical two-sample U-statistic with strictly β-mixing ...
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06/04/2020
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series
We consider a change-point test based on the Hill estimator to test for ...
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04/15/2019