A Functional Law of the Iterated Logarithm for U-Statistic Type Processes
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Contributors
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
| Original language | English |
|---|---|
| Pages (from-to) | 115-120 |
| Number of pages | 6 |
| Journal | Acta applicandae mathematicae |
| Volume | 78 |
| Issue number | 1-3 |
| Publication status | Published - Aug 2003 |
| Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Change-point estimator, Cluster points, Strassen type invariance principle, U-statistic process