On Epidemic Change Point Detection Under Strong Mixing Conditions

István Berkes () and Siegfried Hörmann ()
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István Berkes: A. Rényi Institute of Mathematics
Siegfried Hörmann: Graz University of Technology, Institute of Statistics

Chapter Chapter 1 in Asymptotic and Methodological Statistics, 2026, pp 3-20 from Springer

Abstract: Abstract This paper aims to analyse epidemic shifts in the mean of a time series. Here, an epidemic refers to a contiguous segment of observations within the sample where the mean shift occurs. The limiting law of our test statistic is obtained by a novel almost sure approximation for $$\alpha $$ α -mixing processes. The precision of the remainder term in our approximation ensures that our test remains consistent even when the epidemic’s duration scales logarithmically with the sample size.

Date: 2026
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DOI: 10.1007/978-3-032-07178-1_1

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