Changepoint problems and contiguous alternatives

Szyszkowicz, Barbara

doi:10.1016/0167-7152(91)90039-T

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	doi.org/10.1016/0167-7152(91)90039-T
Journal	Statistics and Probability Letters
Organisation	School of Mathematics and Statistics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Szyszkowicz, B. (1991). Changepoint problems and contiguous alternatives. Statistics and Probability Letters, 11(4), 299–308. doi:10.1016/0167-7152(91)90039-T

Changepoint problems and contiguous alternatives

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Changepoint problems and contiguous alternatives

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