Asymptotics for random functions moderated by dependent noise

DOI10.1007/S11203-015-9130-0MaRDI QIDQ329063zbMATH OpenOpenAlexFDO

Authors Ansgar Steland

Publication date 21 October 2016

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-015-9130-0

zbMATH Keywords

change-pointcopulaempirical processfunctional datalimit theoremslong memorymulti-parameter stochastic processestime series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stopping times; optimal stopping problems; gambling theory (60G40) Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10)

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Cites work

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Cited in

(3)

• scientific article; zbMATH DE number 5972432 (Why is no real title available?)
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen

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