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

copulafunctional datatime seriesempirical processlong memorylimit theoremschange-pointmulti-parameter stochastic processes

Mathematics Subject Classification ID

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

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Cited in

(3)

• Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
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