Invariance principles for changepoint problems
作者： Miklós Csörgő , Lajos Horváth
DOI: 10.1016/0047-259X(88)90122-4
关键词: U-statistic 、 Type (model theory) 、 Applied mathematics 、 Wiener process 、 Econometrics 、 Random sequence 、 Invariance principle 、 Mathematics 、 Statistical hypothesis testing
摘要: We study the asymptotic behaviour of U-statistics type processes which can be used for detecting a changepoint random sequence. Invariance principles are proved these processes.
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