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<p>In this study, we investigate the mean change-point models based on strong mixing or associated sequences. The classical methodology is to build the test statistics on the observations, that is using continuous functionals of partial sums process. We consider the Hölderian uniform increments statistics, we obtain the limit distribution of the test statistic under no change and prove the consistency for short change interval. Numerical simulations and an application to real data are also done to illustrate these results.</p>

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Uniform Increments Statistic for Testing Epidemic Change in Dependent Processes

  • 期刊论文

  • 发表日期：

    2026年7月31日

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  • Dalila Merabet,
  • Farid Graiche

摘要

In this study, we investigate the mean change-point models based on strong mixing or associated sequences. The classical methodology is to build the test statistics on the observations, that is using continuous functionals of partial sums process. We consider the Hölderian uniform increments statistics, we obtain the limit distribution of the test statistic under no change and prove the consistency for short change interval. Numerical simulations and an application to real data are also done to illustrate these results.