论文标题
$ l^p $加权过程功能的限制结果
Limit results for $L^p$ functionals of weighted CUSUM processes
论文作者
论文摘要
累积总和（CUSUM）过程通常用于变更点分析中，以检测依次观察到的数据的平均值的变化。我们提供了$ l^p的渐近分布，1 \ leq p <\ infty $的渐近分布，在一般条件下为时间序列的加权cusum过程的功能。
The cumulative sum (CUSUM) process is often used in change point analysis to detect changes in the mean of sequentially observed data. We provide a full description of the asymptotic distribution of $L^p, 1\leq p <\infty$, functionals of the weighted CUSUM process for time series under general conditions.
