Convergence of the empirical two-sample -statistics with -mixing data

2p

[nt]

2p

2p

t^0 − t

ξ s, t

ξ s, t^0

C

a X

m

h|

−

|

i

i=1

−

n

X

2p

t0 − t ^2^p

2p

C

n−p

[nt^0]−[nt]

a

X

m

+

C

n−[nt0]

b

X

m

+

p

E

(

s

(

i^)

s^)

p

E

(

s (

i)

s)

i=1

−

n

1/2

i=1

−

X

X

2p

+ Cpn^−^pE

[nt^0]−[nt] (bs (Xi)

−

ms)

(2.43)

i=1

X