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

DOI10.1007/BF00972218MaRDI QIDQ751114zbMATH OpenFDO

Authors Remigijus Leipus

Publication date 1988

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

Full work available at URL https://doi.org/10.1007/BF00972218

zbMATH Keywords

change-pointcontiguous alternativesfunctional limit theoremssequence of independent random variablesSkorokhod spacetwo-parameter empirical processes

Mathematics Subject Classification ID

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

Recommendations

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• Convergence of changepoint estimators for weakly dependent data
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• On \(L^2\) space approach to change point problems

Cites work

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

Cited in

(1)

• scientific article; zbMATH DE number 4102304 (Why is no real title available?)

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