Computing the distribution of sequential Hölder norms of the Brownian motion

DOI10.1080/03610926.2014.911903zbMath1346.62024OpenAlexW2181890418MaRDI QIDQ2816422

Charles Suquet, Alfredas Račkauskas

Publication date: 22 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.911903

zbMATH Keywords

Hölder normBrownian bridgechange pointepidemic alternative

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

Related Items (1)

On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case

Cites Work

• Testing epidemic changes of infinite dimensional parameters
• Schauder bases in Banach spaces of continuous functions
• Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
• Hölder norm test statistics for epidemic change
• Tests for change-points with epidemic alternatives
• Unnamed Item

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