A surveillance procedure for random walks based on local linear estimation
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Publication:3569204
DOI10.1080/10485250903082414zbMath1189.62146OpenAlexW2089464581MaRDI QIDQ3569204
Publication date: 18 June 2010
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250903082414
invariance principlenonparametric regressionweak dependencesequential analysischange pointnon-standard asymptotics
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