3 papers
math.PR2007
Asymptotics of Studentized U-type processes for changepoint problems
Miklós Csörgő, Barbara Szyszkowicz, Qiying Wang
This paper investigates weighted approximations for studentized -statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the dis…
math.PR2007
On weighted approximations in with applications to self-normalized partial sum processes
Miklós Csörgő, Barbara Szyszkowicz, Qiying Wang
Let be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in for the partia…
math.PR2007
Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion
Endre Csáki, Miklós Csörgő, Antónia Földes +1
Let be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process in terms of a Wiener…