Two applications of U-Statistic type processes to detecting failures in risk models and structural breaks in linear regression models
This dissertation is concerned with detecting failures in Risk Models and in detecting structural breaks in linear regression models. By applying Theorem 2.1 of Szyszkowicz on U-statistic type process, a number of weak convergence results regarding three weighted partial sum processes are establishe...
| Main Author: | |
|---|---|
| Published: |
City University London
2010
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529786 |