Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/314989 
Year of Publication: 
2024
Citation: 
[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 65 [Issue:] 7 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2024 [Pages:] 4767-4810
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the classical CUSUM test. For this aim, the Wilcoxon two-sample test is generalized to functional data. To obtain the asymptotic distribution of the test statistic, we prove a limit theorem for a process of U -statistics with values in a Hilbert space under weak dependence. Critical values can be obtained by a newly developed version of the dependent wild bootstrap for non-degenerate 2-sample U -statistics.
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Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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