8 citations · 8 across the 3 of their papers we have counts for
4 papers
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment
Alfredas Račkauskas, Martin Wendler
To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data…
Weak invariance principle in Besov spaces for stationary martingale differences
Davide Giraudo, Alfredas Rackauskas
The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as we…
The central limit theorem for a sequence of random processes with space varying long memory
Vaidotas Characiejus, Alfredas Račkauskas
In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the spa…
Testing epidemic change in nearly nonstationary process with statistics based on residuals
Jurgita Markevičiūtė, Alfredas Račkauskas, Charles Suquet
We study an epidemic type change in innovations of a first order autoregressive process , where is either a constant in o…