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

Mark Holmes; Ivan Kojadinovic

doi:10.1214/21-EJS1840

Journal articles

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

Mark Holmes Ivan Kojadinovic 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-03229926
Contributor : Ivan Kojadinovic <>
Submitted on : Wednesday, May 19, 2021 - 1:03:23 PM
Last modification on : Tuesday, June 1, 2021 - 10:48:04 PM

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

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

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