VARIANCE ESTIMATION AND CHANGE POINT DETECTION FOR THE HYBRIDS OF EMPIRICAL AND PARTIAL-SUM PROCESSES

被引：0
|
作者：
Alvarez-Andrade, S. [1 ]
机构：
[1] Univ Technol Compiegne, LMAC, BP 529, F-60205 Compiegne, France
来源：
REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES | 2010年 / 55卷 / 02期
关键词：
empirical process; Gaussian process; partial sum; strong approximation;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We deal with a variance estimator based on invariance principle for the so-called hybrids of empirical and partial sums processes defined as in (1), as well as in the study on a possible change in the variance in an At Most One Change (AMOC) spirit, and a study of the domain of attraction for this process.
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页码：79 / 91
页数：13
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