caa a22 4500 475793382 CHVBK 20180406123716.0 cr unu---uuuuu 170329e20001201xx s 000 0 eng 10.1007/PL00003980 doi (NATIONALLICENCE)springer-10.1007/PL00003980 Gombay Edit Department of Mathematical Sciences, University of Alberta, Edmonton, Alberta T6G 2G1, Canada (e-mail: egombay@gpu.srv.ualberta.ca), CA aut U-statistics for sequential change detection [Elektronische Daten] [Edit Gombay] Abstract.: Large sample approximations for sequential U-statistics using anti-symmetric kernels are considered both under no-change and change hypotheses. These new approximations make it easy to perform sequential tests. Springer-Verlag Berlin Heidelberg, 2000 AMS 1991 subject classification: primary 62G20, secondary 60F05, 62G10 nationallicence Key words:U-statistics, change-point, Ornstein-Uhlenbeck process, strong approximation, law of iterated logarithm, sequential tests nationallicence https://doi.org/10.1007/PL00003980 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/PL00003980 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Gombay Edit Department of Mathematical Sciences, University of Alberta, Edmonton, Alberta T6G 2G1, Canada (e-mail: egombay@gpu.srv.ualberta.ca), CA aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer