Functional limit theorems in H?lder space for residuals of nearly nonstationary AR(1) process

摘要

We investigate the polygonal line process built on the residualsof the first order nearly nonstationary autoregressive process.We provefunctional limit theorems in H?lder space in two cases: the autoregressivecoefficient ?n is defined as e=n, < 0 is a constant, and ?n is defined as1 ? n=n, n ! 1, and n=n tends to zero as n ! 1. Also we discusssome applications of these functional limit theorems in epidemic changedetection.