Changepoint problems and contiguous alternatives (Q1174907)

For detecting a changepoint in a random sequence of observations \(U\)- statistics can be successfully applied. The asymptotic behaviour of \(U\)- statistics based processes which are applied for detecting a changepoint has been recently studied by \textit{M. Csörgö} and \textit{L. Horváth} [J. Multivariate Anal. 27, No. 1, 151-168 (1988; Zbl 0656.62031)]. After summarizing their asymptotic results under the null hypothesis, the author studies the limiting distribution of the processes in question under contiguous alternatives. Weak convergence to Gaussian processes has been shown.