1991-01-01
Changepoint problems and contiguous alternatives
Publication
Publication
Statistics and Probability Letters
,
Volume 11
-
Issue 4
p. 299-
308
We consider U-statistic type processes which can be used for detecting a changepoint in a random sequence. The asymptotic results when all random variables are assumed to have the same distribution are already known. We derive the limiting distribution of such processes under contiguous alternatives.
| Additional Metadata | |
|---|---|
| Keywords | Changepoint problem, continguity, Gaussian processes, U-statistics, weak convergence, weight functions, Wiener process |
| Persistent URL | dx.doi.org/10.1016/0167-7152(91)90039-T |
| Journal | Statistics and Probability Letters |
| Citation |
Szyszkowicz, B. (1991). Changepoint problems and contiguous alternatives. Statistics and Probability Letters, 11(4), 299–308. doi:10.1016/0167-7152(91)90039-T
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