Asymptotics of trimmed CUSUM statistics

DOI10.3150/10-BEJ318zbMath1229.62017arXiv1201.1124OpenAlexW3105542117MaRDI QIDQ654411

Johannes Schauer, István Berkes, Lajos Horváth

Publication date: 28 December 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.1124

zbMATH Keywords

weak convergenceresamplingstable distributionstrimmingchange point

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric hypothesis testing (62G10) Asymptotic properties of parametric tests (62F05)

Related Items

Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution, Trimmed stable AR(1) processes, On the central limit theorem for modulus trimmed sums, The central limit theorem for sums of trimmed variables with heavy tails, Rejoinder on: ``Extensions of some classical methods in change point analysis

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