11 citations · 11 across the 2 of their papers we have counts for
3 papers
Reaction times of monitoring schemes for ARMA time series
Alexander Aue, Christopher Dienes, Stefan Fremdt +1
This paper is concerned with deriving the limit distributions of stopping times devised to sequentially uncover structural breaks in the parameters of an autoregressive moving aver…
Functional Data Analysis with Increasing Number of Projections
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka +1
Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the nu…
On Vervaat and Vervaat-error type processes for partial sums and renewals
Endre Csáki, Miklós Csörgő, Zdzisław Rychlik +1
We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes…