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<p>We consider a nonparametric epidemic change-points problem.We present a Wilcoxon-type test statistic. For the Hilbert space-valued sample, we use Brownian projections and norms for comparison of sample segments. To study their asymptotic behavior, we prove functional limit theorems for <i>U</i>-processes in Hölder spaces. We also examine the behavior of the finite sample via simulations and apply the statistics to an electricity-balancing price time series.</p>

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Changed segment tests via norm and Brownian projection

  • 期刊论文

  • 发表日期：

    2025年10月1日

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  • Karolis Bartkus,
  • Alfredas Račkauskas

摘要

We consider a nonparametric epidemic change-points problem.We present a Wilcoxon-type test statistic. For the Hilbert space-valued sample, we use Brownian projections and norms for comparison of sample segments. To study their asymptotic behavior, we prove functional limit theorems for U-processes in Hölder spaces. We also examine the behavior of the finite sample via simulations and apply the statistics to an electricity-balancing price time series.