Limit Results for $$L^p$$ Functionals of Weighted CUSUM Processes
نویسندگان
چکیده
The cumulative sum (CUSUM) process is often used in change point analysis to detect changes the mean of sequentially observed data. We provide a full description asymptotic distribution $$L^p, 1\le p <\infty $$ , functionals weighted CUSUM for time series under general conditions.
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ژورنال
عنوان ژورنال: Studies in systems, decision and control
سال: 2022
ISSN: ['2198-4182', '2198-4190']
DOI: https://doi.org/10.1007/978-3-031-04137-2_6