| Abstract: | We introduce a number of weighted partial sum processes of which certain sup-norm functionals may be used, for example, to detect changes in the mean of independent observations. Their limiting distributions are derived mathematically, simulated and then tabulated. With this information, a detailed numerical investigation of the power of these functionals is carried out.* *Research mainly done while at Carleton University, partially supported by an NSERC Canada Grant of Miklós Csörg? at Carleton University, Ottawa. Also supported by the Austrian Science Foundation (FWF) under grant SFB#010 (‘Adaptive Information Systems and Modelling in Economics and Management Science’) while at Technische Universität Wien. ? ?Research partially supported by an NSERC Canada Grant of Miklós Csörg? at Carleton University, Ottawa. |
