A Functional Law of the Iterated Logarithm for U-Statistic Type Processes

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

Abstract

A functional law of the iterated algorithm (FLIL) for U-statistic type processes was proved. A U-statistic type process which up to a scaling factor was introduced by Csörgo and Horváth was the main object of the study. The result was used to determine the almost sure set of limit points for change-point estimators.

Details

OriginalspracheEnglisch
Seiten (von - bis)115-120
Seitenumfang6
FachzeitschriftActa applicandae mathematicae
Jahrgang78
Ausgabenummer1-3
PublikationsstatusVeröffentlicht - Aug. 2003
Peer-Review-StatusJa

Schlagworte

ASJC Scopus Sachgebiete

Schlagwörter

  • Change-point estimator, Cluster points, Strassen type invariance principle, U-statistic process

Bibliotheksschlagworte