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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Convergence of a test statistic

I'm reading a paper of Shao and Zhang: Testing for Change Points in Time series. In this paper they claim the following: The are testing whether there is a change in the mean of a time series. So $H_ …
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