On a Conjecture of Revesz

DOI10.2307/2160916MaRDI QIDQ4318444zbMATH OpenOpenAlexWikidataFDO

Authors Q. M. Shao

Publication date 26 March 1995

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2160916

zbMATH Keywords

almost sure convergenceincrementsmoment generating functionpartial sumsrandom walk

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

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Cited in

(21)

• Consistencies and rates of convergence of jump-penalized least squares estimators
• Consistency of an estimator of the number of changes in binomial observations
• Maxima of increments of partial sums for certain subexponential distributions
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• Multiscale change-point segmentation: beyond step functions
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• Locally adaptive image denoising by a statistical multiresolution criterion
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• A likelihood ratio approach to sequential change point detection for a general class of parameters
• Extremes of the standardized Gaussian noise
• A conjecture of Regev about the Capelli polynomial
• Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
• Comments on: ``Extensions of some classical methods in change point analysis
• Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median
• Limiting distribution for the maximal standardized increment of a random walk
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence

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