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

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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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