Central limit theorem for Hölder processes on -unit cube
We consider a sequence of stochastic processes with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter .
We consider a sequence of stochastic processes with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter .
The aim of this paper is to introduce a central limit theorem and an invariance principle for weighted U-statistics based on stationary random fields. Hsing and Wu (2004) in their paper introduced some asymptotic results for weighted U-statistics based on stationary processes. We show that it is possible also to extend their results for weighted -statistics based on stationary random fields.
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