A Functional Law of the Iterated Logarithm for U-Statistic Type Processes
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
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
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 115-120 |
| Seitenumfang | 6 |
| Fachzeitschrift | Acta applicandae mathematicae |
| Jahrgang | 78 |
| Ausgabenummer | 1-3 |
| Publikationsstatus | Veröffentlicht - Aug. 2003 |
| Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Change-point estimator, Cluster points, Strassen type invariance principle, U-statistic process