{"ID":2838052,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.18524","arxiv_id":"2511.18524","title":"Multiple change-points detection based on U-Statistics under weak dependence","abstract":"We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The asymptotic distributions of the test statistics under the null hypothesis and under a sequence of local alternatives are given explicitly, and the tests are shown to be consistent. A small set of simulations is done for evaluating the performance of the tests in detecting multiple changes in the mean, variance and autocorrelation of some simple times series models.","short_abstract":"We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The asymptotic distributions of the test statistics under the null hypothesis and u...","url_abs":"https://arxiv.org/abs/2511.18524","url_pdf":"https://arxiv.org/pdf/2511.18524v1","authors":"[\"Joseph Ngatchou-Wandji\",\"Echarif Elharfaoui\",\"Michel Harel\"]","published":"2025-11-23T16:32:41Z","proceeding":"math.ST","tasks":"[\"math.ST\"]","methods":"[]","has_code":false}