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.

引用

页码：79 / 91

页数：13

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