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gradual type of change; location model; rank statistics; weighted suprema; limit theorems
The purpose of the paper is to investigate weak asymptotic behaviour of rank statistics proposed for detection of gradual changes, linear trends in particular. The considered statistics can be used for various test procedures. The fundaments of the proofs are formed by results of Hušková [4] and Jarušková [5].
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[7] Slabý A.: Behaviour of Some Rank Statistics for Detecting Changes. in Measuring Risk in Complex Stochastic Systems (proc. conf.), Berlin, 1999 (Franke J., Härdle W., Stahl G., Eds.), Springer-Verlag, Berlin, 2000, pp.161-172. MR 1752530
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