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A Functional Law of the Iterated Logarithm for U-Statistic Type Processes

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Abstract

We prove a functional law of the iterated logarithm for U-statistics type processes. The result is used to determine the almost sure set of limit points for change-point estimators.

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Ferger, D. A Functional Law of the Iterated Logarithm for U-Statistic Type Processes. Acta Applicandae Mathematicae 78, 115–120 (2003). https://doi.org/10.1023/A:1025792223679

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