Hölder norm test statistics for epidemic change

DOI10.1016/j.jspi.2003.09.004zbMath1084.62083MaRDI QIDQ1888308

Charles Suquet, Alfredas Račkauskas

Publication date: 23 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.004

zbMATH Keywords

Hölder norm; Change point; Partial sums processes; Functional central limit theorem; Epidemic alternative; Selfnormalization

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F17: Functional limit theorems; invariance principles

62M07: Non-Markovian processes: hypothesis testing

Related Items

Hölderian invariance principle for Hilbertian linear processes, On limit theorems for Banach-space-valued linear processes, The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution, Split invariance principles for stationary processes, Testing epidemic changes of infinite dimensional parameters, Off-line testing for a changed segment in the sample variance, Estimating a changed segment in a sample, A Hölderian functional central limit theorem for a multi-indexed summation process, Estimation of change points of infinite dimensional parameters in short epidemics, Hölderian properties of partial sums of regression residuals, Weak Hölder Convergence of Smoothed Uniform Quantile Process

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