Invariance principles for changepoint problems

We study the asymptotic behaviour of U-statistics type processes which can be used for detecting a changepoint of a random sequence. Invariance principles are proved for these processes.

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Year of publication:	1988
Authors:	Csörgo, Miklós ; Horváth, Lajos
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 1, p. 151-168
Publisher:	Elsevier
Keywords:	U-statistics Wiener process weighted metrics weak approximations consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152823