Related papers: Limit results for $L^p$ functionals of weighted CU…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Online algorithms for detecting a change in mean often involve…

Let $\boldsymbol{X}(t)=(X_1(t),\ldots,X_d(t))$ be a Gaussian vector process and $g(t)$ be a continuous function. The asymptotics of distribution of $\left\|\boldsymbol{X}(t)\right\|_p$, the $L^p$ norm for Gaussian finite-dimensional vector,…

Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…

The main purpose of this article is to study higher order moments of Kummer sums weighted by $L$-functions using estimates for character sums and analytic methods. The results of this article complement a conjecture of Zhang Wenpeng (2002).…

We provide strong $L_p$-rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is based on a modification of some well-developed estimates…

We propose a new method for changepoint estimation in partially-observed, high-dimensional time series that undergo a simultaneous change in mean in a sparse subset of coordinates. Our first methodological contribution is to introduce a…

Thesis is devoted to the application of cumulant analysis in the estimation of impulse response functions for continuous time-invariant linear systems, including systems with inner noises. The main assumption of the work is the second-order…

We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple change points where the underlying signal undergoes…

The asymptotic behaviour of partial sums of generalized hypergeometric series of unit argument is investigated.

We provide numerical procedures for possibly best evaluating the sum of positive series. Our procedures are based on the application of a generalized version of Kummer's test.

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…

We investigate the power of some common change-point tests as a function of the location of the change-point. The test statistics are maxima of weighted U-statistics, with the CUSUM test and the Wilcoxon change-point test as special…

We obtain an asymptotic formula for the mean value of L-functions associated to cubic characters over F_q[t]. We solve this problem in the non-Kummer setting when q=2 (mod 3) and in the Kummer case when q=1 (mod 3). The proofs rely on…

We compute the exact asymptotics for the cumulants of linear statistics associated with the zeros counting measure of a large class of real Gaussian processes. Precisely, we show that if the underlying covariance function is regular and…

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly…

The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…