Weak convergence of two-parameter empirical fields in change-point problems

DOI10.1007/BF00972218zbMATH Open0714.62040MaRDI QIDQ751114FDOQ751114

Authors: Remigijus Leipus 

Publication date: 1988

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 4102304
• Convergence of changepoint estimators for weakly dependent data
• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
• Convergence of changepoint estimators
• On two estimates related to the change-point problem
• Strong convergence rate of estimators of change point and its application
• On \(L^2\) space approach to change point problems

zbMATH Keywords

contiguous alternativeschange-pointfunctional limit theoremsSkorokhod spacesequence of independent random variablestwo-parameter empirical processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Cites Work

• Testing and estimating change-points in time series
• CONTINUOUS INSPECTION SCHEMES
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• A Non-Parametric Approach to the Change-Point Problem
• Functional limit theorems for linear statistics from sequential ranks
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• Nonparametric tests for the changepoint problem
• Nonparametric Tests for Shift at an Unknown Time Point
• Nonparametric statistical procedures for the changepoint problem
• On the concept of contiguity

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: Weak convergence of two-parameter empirical fields in change-point problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q751114)