Sen, Pranab Kumar Invariance principles for recursive residuals. (English) Zbl 0484.62098 Ann. Stat. 10, 307-312 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 13 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F05 Asymptotic properties of parametric tests 60F17 Functional limit theorems; invariance principles 62F35 Robustness and adaptive procedures (parametric inference) Keywords:robustness of tests; constancy of regression; CUSUM tests; orthonormal transformations; tightness; unknown transition points; Wiener process PDF BibTeX XML Cite \textit{P. K. Sen}, Ann. Stat. 10, 307--312 (1982; Zbl 0484.62098) Full Text: DOI OpenURL