IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v88y2000i2p213-224.html
   My bibliography  Save this article

On a weighted embedding for generalized pontograms

Author

Listed:
  • Zhang, Hanqin

Abstract

A weighted embedding for the generalized pontogram {Kn(t): 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} corresponding pointwise to a renewal process {N(s): 0[less-than-or-equals, slant]s

Suggested Citation

  • Zhang, Hanqin, 2000. "On a weighted embedding for generalized pontograms," Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 213-224, August.
    • Handle: RePEc:eee:spapps:v:88:y:2000:i:2:p:213-224
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(00)00002-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Szyszkowicz, Barbara, 1994. "Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives," Stochastic Processes and their Applications, Elsevier, vol. 50(2), pages 281-313, April.
    2. Csörgo, Miklós & Horváth, Lajos, 1988. "Invariance principles for changepoint problems," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 151-168, October.
    3. Ferger, D., 1994. "An Extension of the Csörgo-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 338-351, November.
    4. Steinebach, Josef & Zhang, Hanqin, 1993. "On a weighted embedding for pontograms," Stochastic Processes and their Applications, Elsevier, vol. 47(2), pages 183-195, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gombay, Edit, 2001. "U-Statistics for Change under Alternatives," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 139-158, July.
    2. Sergio Alvarez-Andrade & Salim Bouzebda & Aimé Lachal, 2018. "Strong approximations for the p-fold integrated empirical process with applications to statistical tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 826-849, December.
    3. Steland Ansgar, 2003. "Jump-preserving monitoring of dependent time series using pilot estimators," Statistics & Risk Modeling, De Gruyter, vol. 21(4/2003), pages 343-366, April.
    4. Steland Ansgar, 2003. "NP-Optimal Kernels for Nonparametric Sequential Detection Rules," Stochastics and Quality Control, De Gruyter, vol. 18(2), pages 149-163, January.
    5. Jose Olmo & William Pouliot, 2014. "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers 14-02, Department of Economics, University of Birmingham.
    6. Olmo Jose & Pouliot William, 2011. "Early Detection Techniques for Market Risk Failure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-55, September.
    7. Ansgar Steland, 2005. "Random Walks with Drift – A Sequential Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 917-942, November.
    8. McKeague, Ian W. & Sun, Yanqing, 1996. "Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 311-319, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:88:y:2000:i:2:p:213-224. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.