INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES
In this paper, we study the invariance principles for change-point problems under absolutely regular observations. The results established by Csörgő and Horváth [4] in the case of independent data have been extended to the case of dependent data.
U-statistics, nonparametric change-point tests, weighted approximation, weak invariance, Wiener process, geometrical absolute regularity.
