Asymptotics for random functions moderated by dependent noise

DOI10.1007/s11203-015-9130-0zbMath1350.60035OpenAlexW2210895596MaRDI QIDQ329063

Ansgar Steland

Publication date: 21 October 2016

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-015-9130-0

zbMATH Keywords

copulatime serieslong memoryempirical processlimit theoremschange-pointfunctional datamulti-parameter stochastic processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)

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Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application, Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen

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