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Journal Articles Electronic Journal of Statistics Year : 2021

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

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hal-03125109 , version 1 (29-01-2021)

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Ivan Kojadinovic, Ghislain Verdier. Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. Electronic Journal of Statistics , 2021, 15 (1), pp.773-829. ⟨10.1214/21-EJS1798⟩. ⟨hal-03125109⟩
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