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Hermite ranks and U-statistics
Authors:C Lévy-Leduc  M S Taqqu
Institution:1. AgroParisTech/INRA MIA 518, 16 Rue Claude Bernard, 75231?, Paris Cedex 05, France
2. Department of Mathematics, Boston University, 111 Cummington Mall, Boston, MA?, 02215, USA
Abstract:We focus on the asymptotic behavior of $U$ -statistics of the type $$\begin{aligned} \sum _{1\le i\ne j\le n} h(X_i,X_j)\\ \end{aligned}$$ in the long-range dependence setting, where $(X_i)_{i\ge 1}$ is a stationary mean-zero Gaussian process. Since $(X_i)_{i\ge 1}$ is Gaussian, $h$ can be decomposed in Hermite polynomials. The goal of this paper is to compare the different notions of Hermite rank and to provide conditions for the remainder term in the decomposition to be asymptotically negligeable.
Keywords:
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