Invariance principles for recursive residuals
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Publication:1163828
DOI10.1214/aos/1176345714zbMath0484.62098OpenAlexW1998917331MaRDI QIDQ1163828
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345714
Wiener processtightnessconstancy of regressionCUSUM testsorthonormal transformationsrobustness of testsunknown transition points
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)
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