Lp-approximations of weighted partial sum processes

Barbara Szyszkowicz

Stochastic Processes and their Applications, 1993, vol. 45, issue 2, 295-308

Abstract: We prove an optimal asymptotic result for weighted Lp-distance of partial sum processes of independent identically distributed random variables. Using this result, we prove also the convergence in distribution of weighted Lp-functionals of U-statistic type processes which are used in change-point analysis.

Keywords: partial; sums; Gaussian; processes; random; integrals; Lp-distance; weight; functions; U-statistics; changepoint; problem (search for similar items in EconPapers)
Date: 1993
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