Orthogonal series and limit theorems for canonical U-and V-statistics of stationary connected observations
Igor' Semenovich Borisov, Nadezhda Vladimirovna Volod'ko · Siberian Advances in Mathematics · 2008
The limit behavior is studied for the distributions of normalized U -and V -statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying φ -or α -mixing. The corresponding limit distributions are represented as infinite multilinear forms of a centered Gaussian sequence with a known covariance matrix.