Computing the distribution of sequential Hölder norms of the Brownian motion
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Publication:2816422
DOI10.1080/03610926.2014.911903zbMath1346.62024OpenAlexW2181890418MaRDI QIDQ2816422
Charles Suquet, Alfredas Račkauskas
Publication date: 22 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.911903
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)
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Cites Work
- Testing epidemic changes of infinite dimensional parameters
- Schauder bases in Banach spaces of continuous functions
- Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
- Hölder norm test statistics for epidemic change
- Tests for change-points with epidemic alternatives
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