Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions

Ivan Kojadinovic; Ghislain Verdier

doi:10.1214/21-EJS1798

Journal articles

Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions

Ivan Kojadinovic ¹ Ghislain Verdier ¹

1 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]

Document type :

Journal articles

Domain :

Mathematics [math] / Statistics [math.ST]

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https://hal-univ-pau.archives-ouvertes.fr/hal-03125109
Contributor : Ivan Kojadinovic Connect in order to contact the contributor
Submitted on : Friday, January 29, 2021 - 11:22:16 AM
Last modification on : Friday, April 1, 2022 - 3:57:56 AM

Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions

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Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions

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