1993-01-01
Lp-approximations of weighted partial sum processes
Publication
Publication
Stochastic Processes and their Applications
,
Volume 45
-
Issue 2
p. 295-
308
We prove an optimal asymptotic result for weighted Lp-distance of partial sum processes of independent identically distributed random variables. Using this result, we prove also the convergence in distribution of weighted Lp-functionals of U-statistic type processes which are used in change-point analysis.
| Additional Metadata | |
|---|---|
| Keywords | changepoint problem, Gaussian processes, Lp-distance, partial sums, random integrals, U-statistics, weight functions |
| Persistent URL | dx.doi.org/10.1016/0304-4149(93)90076-G |
| Journal | Stochastic Processes and their Applications |
| Citation |
Szyszkowicz, B. (1993). Lp-approximations of weighted partial sum processes. Stochastic Processes and their Applications, 45(2), 295–308. doi:10.1016/0304-4149(93)90076-G
|