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Lp-approximations of weighted partial sum processes

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  • Szyszkowicz, Barbara

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.

Suggested Citation

  • Szyszkowicz, Barbara, 1993. "Lp-approximations of weighted partial sum processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 295-308, April.
  • Handle: RePEc:eee:spapps:v:45:y:1993:i:2:p:295-308
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    Cited by:

    1. Yong-Kab Choi, 2004. "Path properties of (N;d)-Gaussian random fields," RePAd Working Paper Series lrsp-TRS393, Département des sciences administratives, UQO.
    2. Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon, 2004. "On the Csorgo-Révész increments of finite dimensional Gaussian random fields," RePAd Working Paper Series lrsp-TRS395, Département des sciences administratives, UQO.

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