46 citations · 57 across the 2 of their papers we have counts for
2 papers
math.PR2012★ 46 cited
Split invariance principles for stationary processes
István Berkes, Siegfried Hörmann, Johannes Schauer
The results of Komlós, Major and Tusnády give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and stat…
math.ST2012★ 11 cited
Asymptotics of trimmed CUSUM statistics
István Berkes, Lajos Horváth, Johannes Schauer
There is a wide literature on change point tests, but the case of variables with infinite variances is essentially unexplored. In this paper we address this problem by studying the…