An extension of the Csörgő-Horváth functional limit theorem and its applications to changepoint problems

DOI10.1006/jmva.1994.1066zbMath0812.60034OpenAlexW2067089149MaRDI QIDQ1340298

Dietmar Ferger

Publication date: 11 December 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1066

zbMATH Keywords

weak convergencefunctional limit theoremchangepoint problemstwo- time parameter process

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Signal detection and filtering (aspects of stochastic processes) (60G35) Functional limit theorems; invariance principles (60F17)

Related Items (11)

Change-point estimators in case of small disorders ⋮ On a weighted embedding for generalized pontograms. ⋮ On the power of nonparametric changepoint-tests ⋮ Approximations for the time of change and the power function in change-point models ⋮ Exponential and polynomial tailbounds for change-point estimators ⋮ \(U\)-statistics for change under alternatives ⋮ NP-Optimal Kernels for Nonparametric Sequential Detection Rules ⋮ Stein's method of exchangeable pairs in multivariate functional approximations ⋮ Random Walks with Drift – A Sequential Approach ⋮ Optimal tests for the general two-sample problem ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels

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