Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

Mark Holmes; Ivan Kojadinovic

doi:10.1214/21-EJS1840

Journal Articles Electronic Journal of Statistics Year : 2021

Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

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Mark Holmes

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Ivan Kojadinovic

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

Laboratoire de Mathématiques et de leurs Applications [Pau]

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Statistics [math.ST]

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https://hal-univ-pau.archives-ouvertes.fr/hal-03229926

Submitted on : Wednesday, May 19, 2021-1:03:23 PM

Last modification on : Friday, March 24, 2023-2:53:21 PM

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hal-03229926 , version 1 (19-05-2021)

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HAL Id : hal-03229926 , version 1
ARXIV : 2007.08369
DOI : 10.1214/21-EJS1840

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Mark Holmes, Ivan Kojadinovic. Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. Electronic Journal of Statistics , 2021, 15 (1), ⟨10.1214/21-EJS1840⟩. ⟨hal-03229926⟩

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Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

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