On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics

DOI10.1051/ps/2019027zbMath1434.60109OpenAlexW3009653255MaRDI QIDQ5110217

Charles Suquet, Alfredas Račkauskas

Publication date: 18 May 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2019027

zbMATH Keywords

momentsregular variationHölder spacescan statisticsWasserstein distancequantile processfonctional central limit theorem

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Testing mean changes by maximal ratio statistics ⋮ On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case

Cites Work

• The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
• Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday
• Scan statistics and applications
• Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
• Hölder norm test statistics for epidemic change
• Functional central limit theorems for sums of nearly nonstationary processes
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