Invariance principles for stochastic area and related stochastic integrals

DOI10.1016/0304-4149(84)90176-5MaRDI QIDQ1056458zbMATH OpenOpenAlexFDO

Authors Svante Janson, Michael Wichura

Publication date 1984

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(84)90176-5

zbMATH Keywords

antisymmetric kernelinvariance principlestochastic area

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05) Brownian motion (60J65)

Cites work

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Cited in

(13)

• Asymptotics of Studentized \(U\)-type processes for changepoint problems
• Invariance principle for integral type functionals of square-integrable martingales
• Invariance principles for changepoint problems
• Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests
• Tests for changes under random censorship
• Change point tests based on U-statistics with applications in reliability
• Renewal theory for asymmetric \(U\)-statistics
• A functional LIL for stochastic integrals and the Lévy area process
• On the product system of a completely positive semigroup
• \(L_ p\)-approximations of weighted partial sum processes
• U-Statistics in Sequential Tests and Change Detection
• U-statistics for change under alternatives
• The asymptotic distributions of generalized U-statistics with applications to random graphs

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