Changepoint problems and contiguous alternatives

Barbara Szyszkowicz

Statistics & Probability Letters, 1991, vol. 11, issue 4, 299-308

Abstract: 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.

Keywords: Changepoint; problem; continguity; U-statistics; weight; functions; weak; convergence; Wiener; process; Gaussian; processes (search for similar items in EconPapers)
Date: 1991
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