Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the sense of near epoch dependence, where the...

We propose a new sequential procedure to detect change in the parameters of a process X=(Xt)t∈Z belonging to a large class of causal models (such as AR(∞), ARCH(∞), TARCH(∞), or ARMA–GARCH processes). The procedure is based on a difference between the historical parameter estimator and...