Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949): Difference between revisions

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+Invariance principles for U-statistics and von Mises functionals
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+Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Invariance principles for changepoint problems
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