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 Electronic Journal of Statistics Year : 2021

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

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Ivan Kojadinovic

Function : Author
PersonId : 171673
IdHAL : ivan-kojadinovic
ORCID : 0000-0002-2903-1543
IdRef : 069495424

Laboratoire de Mathématiques et de leurs Applications [Pau]

Ghislain Verdier

Function : Author
PersonId : 171670
IdHAL : ghislain-verdier
IdRef : 122645510

Laboratoire de Mathématiques et de leurs Applications [Pau]

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Mathematics [math] Statistics [math.ST]

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https://hal-univ-pau.archives-ouvertes.fr/hal-03125109

Submitted on : Friday, January 29, 2021-11:22:16 AM

Last modification on : Monday, November 7, 2022-5:24:33 PM

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

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HAL Id : hal-03125109 , version 1
ARXIV : 2004.12322
DOI : 10.1214/21-EJS1798

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

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